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.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9722 |
| _version_ | 1826127517209067520 |
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| author | Chan, Wei Wen. Ng, Jun Hao. Pek, Bee Lian. |
| author2 | Zhao, Yonggan |
| author_facet | Zhao, Yonggan Chan, Wei Wen. Ng, Jun Hao. Pek, Bee Lian. |
| author_sort | Chan, Wei Wen. |
| collection | NTU |
| description | The main objective in this applied research project is to explore the practicability of dynamic rebalancing using exchange-traded options. |
| first_indexed | 2024-10-01T07:10:10Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/9722 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T07:10:10Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/97222023-05-19T06:09:05Z Active portfolio management model with exchange-traded options. Chan, Wei Wen. Ng, Jun Hao. Pek, Bee Lian. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::Options The main objective in this applied research project is to explore the practicability of dynamic rebalancing using exchange-traded options. 2008-09-24T07:35:27Z 2008-09-24T07:35:27Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9722 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Options Chan, Wei Wen. Ng, Jun Hao. Pek, Bee Lian. Active portfolio management model with exchange-traded options. |
| title | Active portfolio management model with exchange-traded options. |
| title_full | Active portfolio management model with exchange-traded options. |
| title_fullStr | Active portfolio management model with exchange-traded options. |
| title_full_unstemmed | Active portfolio management model with exchange-traded options. |
| title_short | Active portfolio management model with exchange-traded options. |
| title_sort | active portfolio management model with exchange traded options |
| topic | DRNTU::Business::Finance::Options |
| url | http://hdl.handle.net/10356/9722 |
| work_keys_str_mv | AT chanweiwen activeportfoliomanagementmodelwithexchangetradedoptions AT ngjunhao activeportfoliomanagementmodelwithexchangetradedoptions AT pekbeelian activeportfoliomanagementmodelwithexchangetradedoptions |