Applications of share ratios in Singapore.
This study attempts to test the suitability of a relatively new derivative product, share ratios, in the local context. Five funds from various institutions are selected and artificially hedged with stock index futures and share ratio contracts. Their respective returns are compared with the unhedge...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/10929 |
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| 機構: | Nanyang Technological University |