Blar i Master's theses (SV-HH 2008-2017) på emneord "value investing"
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Currency hedging for emerging market value portfolios
(Masteroppgave/UIS-SV-HH/2013;, Master thesis, 2013-07-15)In this thesis we study currency hedging from the perspective of a developed market (DM) value investor who invests in emerging markets (EM). We construct emerging market equity portfolios sorted on P/E, P/B, and both ...