Dynamic strategy performance in Asian markets

Existing studies on portfolio insurance present equivocal results on its performance. These studies tend to focus on developed western countries and lacks comparisons of portfolio insurance’s performance with other dynamic strategies. This paper provides an empirical study with extensive comparison...

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Bibliographic Details
Main Authors: Chin, Sharon Shuyan, Chong, Adeline Pei Ling, Yang, Junrong
Other Authors: Charlie Charoenwong
Format: Final Year Project (FYP)
Language:English
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10356/43669