Bengt Pramborg

Swedbank

SE-105 34 Stockholm

Sweden

SCHOLARLY PAPERS

17

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55

Scholarly Papers (17)

Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging

EFMA 2001 Lugano Meetings
Number of pages: 22 Posted: 14 May 2001
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank
Downloads 4,063 (2,079)
Citation 20

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Foreign Exchange, Exposure, Hedging, Derivatives

Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging

Journal of International Financial Management & Accounting, Vol. 15, pp. 1-20, March 2004
Number of pages: 20 Posted: 26 Mar 2004
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank
Downloads 36 (444,946)
Citation 5
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Citation 17

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Hedging, Foreign Exchange Exposure, Risk Management

Foreign Exchange Risk Management by Swedish and Korean Non-Financial Firms: A Comparative Survey

Pacific-Basin Finance Journal, Vol. 13, pp. 343-366, 2005
Posted: 10 Nov 2004
Bengt Pramborg
Swedbank

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Hedging, foreign exchange exposure, risk management

3.

Foreign Exchange Exposure, Risk Management, and Quarterly Earnings Announcements

Number of pages: 20 Posted: 22 Jan 2003
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank
Downloads 776 (30,570)

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Foreign Exchange Exposure, Risk Management, Earnings Announcements, Hedging, Derivatives

Capital Budgeting and Political Risk: Empirical Evidence

Number of pages: 36 Posted: 08 Feb 2006
Martin Holmen and Bengt Pramborg
University of Gothenburg - Department of Economics and Swedbank
Downloads 676 (36,376)
Citation 4

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Capital budgeting, foreign direct investments, political risk, expropriation risk, bounded rationality, deliberation costs

Capital Budgeting and Political Risk: Empirical Evidence

Journal of International Financial Management & Accounting, Vol. 20, Issue 2, pp. 105-134, Summer 2009
Number of pages: 30 Posted: 27 Apr 2009
Martin Holmen and Bengt Pramborg
University of Gothenburg - Department of Economics and Swedbank
Downloads 5 (633,146)
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Derivatives Hedging, Geographical Diversification, and Firm Market Value

Number of pages: 24 Posted: 19 May 2003
Bengt Pramborg
Swedbank
Downloads 632 (39,786)
Citation 9

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Hedging, Geographical Diversification, Value, Derivatives, Risk Management, Tobin's Q

Derivatives Hedging, Geographical Diversification, and Firm Market Value

Journal of Multinational Financial Management, Vol. 14, pp. 117-133, 2004
Posted: 03 Mar 2004
Bengt Pramborg
Swedbank

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Hedging, Derivatives, Firm value, Geographical diversification

Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies

EFMA 2003 Helsinki Meetings
Number of pages: 28 Posted: 16 Jun 2003
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank
Downloads 617 (41,094)
Citation 5

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Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies

INTELLIGENT HEDGE FUND INVESTING, Barry Schachter, ed., pp. 423-445, Risk Books, 2004
Posted: 22 Jul 2004
Bengt Pramborg and Niclas Hagelin
Swedbank and Nordea Bank, Nordea Markets

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Hedge funds, higher moments, dynamic investment strategies

Family Ownership, Dual Class Shares and Risk Management

Number of pages: 29 Posted: 19 Jun 2003 Last Revised: 06 Aug 2010
Niclas Hagelin, Martin Holmen and Bengt Pramborg
Nordea Bank, Nordea Markets, University of Gothenburg - Department of Economics and Swedbank
Downloads 612 (41,528)
Citation 2

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Dual class shares, Hedging, Risk management, Capital structure

Family Ownership, Dual-Class Shares, and Risk Management

Global Finance Journal, Vol. 16, pp. 283-301, 2006
Posted: 08 Nov 2005
Niclas Hagelin, Martin Holmen and Bengt Pramborg
Nordea Bank, Nordea Markets, University of Gothenburg - Department of Economics and Swedbank

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Dual-class shares, Hedging, Family firms

Empirical Evidence Concerning Incentives to Hedge Transaction and Translation Exposures

Number of pages: 30 Posted: 12 Jul 2003
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank
Downloads 564 (46,333)
Citation 10

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risk management, hedging, foreign exchange exposure, transaction exposure, translation exposure, loan covenants, bond covenants

Empirical Evidence Concerning Incentives to Hedge Transaction and Translation Exposures

Journal of Multinational Financial Management, Vol. 16, pp 142-159, 2006
Posted: 03 Jun 2005
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank

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Hedging, foreign exchange exposure, translation exposure, loan covenants, bond covenants

Derivative Usage by Non-Financial Firms in Sweden 1996 and 2003: What Has Changed?

Number of pages: 26 Posted: 20 Nov 2003
Per Alkeback, Bengt Pramborg and Niclas Hagelin
Stockholm University - School of Business, Swedbank and Nordea Bank, Nordea Markets
Downloads 365 (79,220)
Citation 13

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derivatives, risk management, hedging

Derivative Usage by Non-Financial Firms in Sweden 1996 and 2003: What Has Changed?

Managerial Finance Vol. 32, No. 2, pp. 101-114, 2006
Posted: 28 Feb 2004
Per Alkeback, Niclas Hagelin and Bengt Pramborg
Stockholm University - School of Business, Nordea Bank, Nordea Markets and Swedbank

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Derivatives, risk management, hedging

10.
Downloads 270 (111,400)
Citation 4

Managerial Stock Options and the Hedging Premium

Number of pages: 30 Posted: 02 Sep 2004
Nordea Bank, Nordea Markets, University of Gothenburg - Department of Economics, Swedbank and University of Connecticut - Department of Finance
Downloads 255 (117,715)

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Hedging, managerial incentives, firm value, risk management

Managerial Stock Options and the Hedging Premium

European Financial Management Journal, Vol. 13, No. 4, pp. 721-741, September 2007
Number of pages: 21 Posted: 15 Aug 2007
Nordea Bank, Nordea Markets, University of Gothenburg - Department of Economics, University of Connecticut - Department of Finance and Swedbank
Downloads 15 (564,812)
Citation 7
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11.

Accounting Variables and Bankruptcy Risk for Non-Listed Firms

Number of pages: 49 Posted: 06 Oct 2009 Last Revised: 10 Sep 2012
Bengt Pramborg
Swedbank
Downloads 258 (116,792)

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Bankruptcy Risk, Hazard Models, Cox Regressions, Private Firms

12.

Dynamic Investment Strategies with and Without Emerging Equity Markets

Number of pages: 31 Posted: 15 Sep 2003
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank
Downloads 181 (164,214)

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Emerging equity markets, asset allocation, dynamic investments

13.

Government Guarantees: Pricing the Risk of Future Premium Losses

Number of pages: 20 Posted: 04 Oct 2009
Kristoffer Ekström and Bengt Pramborg
Swedish National Debt Office and Swedbank
Downloads 58 (358,037)

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Financial guarantee, Premium loss, Guarantee pricing

14.

Price Dislocations and Risk Management: Lessons from a Large Options Trading Loss

Number of pages: 35 Posted: 21 Jun 2016
Bengt Pramborg and Anders Stenkrona
Swedbank and Stenkrona Investment AB
Downloads 42 (411,501)

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Pricing Dislocation, Illiquid Markets, Risk Management, Operational Risk, Rogue Trading, Trading Loss, Clinical Case

15.

Hedge Fund Allocation Under Higher Moments and Illiquidity

HEDGE FUNDS: INSIGHTS IN PERFORMANCE MEASUREMENT, RISK ANALYSIS, AND PORTFOLIO ALLOCATION, G. Gregoriou, G. Huebner, N. Papageorgiou, F. Rouah, eds., John Wiley & Sons, pp. 105-128
Posted: 26 Sep 2005
Niclas Hagelin, Bengt Pramborg and Fredrik Stenberg
Nordea Bank, Nordea Markets, Swedbank and Nordea Bank AB (publ) Equity and Fund Linked Derivatives

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Hedge funds, Portfolio optimization, Higher moments, Illiquidity, Stale-pricing, Lock-up periods

16.

Dynamic Investment Strategies with and Without Emerging Equity Markets

Emerging Markets Review, Vol. 5, No. 2 , pp. 193-215, June 2004
Posted: 09 Mar 2004
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank

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Emerging equity markets, asset allocation, dynamic investments

17.

Foreign Exchange Exposure, Risk Management, and Quarterly Earnings Announcements

Journal of Multinational Financial Management, Vol. 15, pp. 15-30, 2005
Posted: 20 Nov 2003 Last Revised: 06 Aug 2010
Niclas Hagelin and Bengt Pramborg
Nordea Bank, Nordea Markets and Swedbank

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Hedging, Earnings Announcements, Derivatives, Risk Management, Foreign Exchange Exposure