The profitability of a short strangle strategy.

This study seeks to find out the profitability of a short strangle strategy and factors that may affect the returns and risks of the strategy.

Bibliographic Details
Main Authors: Heng, Tze Chow., Koh, Siok Min., Tan, Yongshun.
Other Authors: Srinivasan, Bobby Sundaravaradhan
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8961
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author Heng, Tze Chow.
Koh, Siok Min.
Tan, Yongshun.
author2 Srinivasan, Bobby Sundaravaradhan
author_facet Srinivasan, Bobby Sundaravaradhan
Heng, Tze Chow.
Koh, Siok Min.
Tan, Yongshun.
author_sort Heng, Tze Chow.
collection NTU
description This study seeks to find out the profitability of a short strangle strategy and factors that may affect the returns and risks of the strategy.
first_indexed 2024-10-01T05:32:55Z
format Final Year Project (FYP)
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institution Nanyang Technological University
last_indexed 2024-10-01T05:32:55Z
publishDate 2008
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spelling ntu-10356/89612023-05-19T03:30:03Z The profitability of a short strangle strategy. Heng, Tze Chow. Koh, Siok Min. Tan, Yongshun. Srinivasan, Bobby Sundaravaradhan Nanyang Business School DRNTU::Business::Finance::Investments This study seeks to find out the profitability of a short strangle strategy and factors that may affect the returns and risks of the strategy. 2008-09-24T07:27:08Z 2008-09-24T07:27:08Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8961 Nanyang Technological University application/pdf
spellingShingle DRNTU::Business::Finance::Investments
Heng, Tze Chow.
Koh, Siok Min.
Tan, Yongshun.
The profitability of a short strangle strategy.
title The profitability of a short strangle strategy.
title_full The profitability of a short strangle strategy.
title_fullStr The profitability of a short strangle strategy.
title_full_unstemmed The profitability of a short strangle strategy.
title_short The profitability of a short strangle strategy.
title_sort profitability of a short strangle strategy
topic DRNTU::Business::Finance::Investments
url http://hdl.handle.net/10356/8961
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AT kohsiokmin profitabilityofashortstranglestrategy
AT tanyongshun profitabilityofashortstranglestrategy