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...
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Final Year Project (FYP) |
Language: | English |
Published: |
2011
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/43669 |