Risk Hedging Strategies in Portfolio Management: Efficiency and Comparative Analysis

Student: Nikolai Agapov

Educational Programme: Financial Engineering (Master)

Final Grade: 8

Year of Graduation: 2024

This study examines the impact of various hedging strategies on the profitability of risk-adjusted portfolios, which are most common among hedge funds. The work highlights the importance of optimizing portfolio management in conditions of market volatility and demonstrates how advanced hedging techniques can improve investment results. The study confirms that the effectiveness of hedging depends on the type of risk and the chosen methods, and also reveals that specific strategies based on derivative financial instruments provide reliable protection against extreme market events. The results highlight the importance of integrating new approaches to risk analysis and management in modern investment practices.

Full text (added May 15, 2024)

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