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.

书目详细资料
Main Authors: Chan, Wei Wen., Ng, Jun Hao., Pek, Bee Lian.
其他作者: Zhao, Yonggan
格式: Final Year Project (FYP)
出版: 2008
主题:
在线阅读:http://hdl.handle.net/10356/9722