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