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Volume 32 - November 2002

Contents

Page 2 of 2

Workshop

  • International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors*

  • Gyöngyi Bugár, Raimond Maurer
  • Published online by Cambridge University Press:
    29 August 2014, pp. 171-197
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  • In this paper we study the benefits derived from international diversification of equity portfolios from the German and the Hungarian points of view. In contrast to the German capital market, which is one of the largest in the world, the Hungarian Stock Exchange is an emerging market. The Hungarian stock market is highly volatile, high returns are often accompanied by extremely large risk. Therefore, there is a good potential for Hungarian investors to realise substantial benefits in terms of risk reduction by creating multi-currency portfolios. The paper gives evidence on the above mentioned benefits for both countries by examining the performance of several ex ante portfolio strategies. In order to control the currency risk, different types of hedging approaches are implemented.

Miscellaneous

  • The Actuarial Meetings in Cancun

  • John Ryan
  • Published online by Cambridge University Press:
    29 August 2014, p. 349
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  • International AFIR Colloquium 2003

  • Published online by Cambridge University Press:
    29 August 2014, p. 350
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Book Reviews

  • R.R. Wilcox (2001): Fundamentals of Modern Statistical Methods. Springer. ISBN 0-387-95157-1

  • Alexander McNeil
  • Published online by Cambridge University Press:
    29 August 2014, pp. 199-200
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Miscellaneous

  • Invitation to the ASTIN Colloquium 2003 in Berlin/Germany

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    29 August 2014, pp. 351-352
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Other

  • XXXIInd International Astin Colloquium Washington, D.C., United States of America

  • Published online by Cambridge University Press:
    29 August 2014, pp. 201-202
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Front matter

  • ASB volume 32 issue 2 Cover and Front matter

  • Published online by Cambridge University Press:
    29 August 2014, pp. f1-f2
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Other

  • 2nd Conference in Actuarial Science and Finance in Samos September 20–22, 2002, Greece

  • Published online by Cambridge University Press:
    29 August 2014, p. 203
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  • 13th Annual International Afir Colloquium

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    29 August 2014, pp. 204-205
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Back matter

  • ASB volume 32 issue 2 Cover and Back matter

  • Published online by Cambridge University Press:
    29 August 2014, pp. b1-b2
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Other

  • Announcement of the “Bob Alting von Geusau” Memorial Prize

  • Published online by Cambridge University Press:
    29 August 2014, p. 206
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  • Brian Hey Prize 2002 - Call for papers

  • Published online by Cambridge University Press:
    29 August 2014, p. 207
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Front matter

  • ASB volume 32 issue 1 Cover and Front matter

  • Published online by Cambridge University Press:
    29 August 2014, pp. f1-f2
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Back matter

  • ASB volume 32 issue 1 Cover and Back matter

  • Published online by Cambridge University Press:
    29 August 2014, pp. b1-b2
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Page 2 of 2