Dynamic strategy performance in Asian markets

• المؤلفون الرئيسيون: Chin, Sharon Shuyan, Chong, Adeline Pei Ling, Yang, Junrong
• مؤلفون آخرون: Charlie Charoenwong
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2011
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/43669
• المؤسسة: Nanyang Technological University

Existing studies on portfolio insurance present equivocal results on its performance. These studies tend to focus on developed western countries and lacks comparisons of portfolio insurance’s performance with other dynamic strategies. This paper provides an empirical study with extensive comparison...