Active portfolio management model with exchange-traded options.

The main objective in this applied research project is to explore the practicability of dynamic rebalancing using exchange-traded options.

Bibliographic Details
Main Authors: Chan, Wei Wen., Ng, Jun Hao., Pek, Bee Lian.
Other Authors: Zhao, Yonggan
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9722