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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Bibliographic Details
Main Authors:	Foo, Shan Shan., Tan, Chiew Yen., Yeo, Keng Leong.
Other Authors:	Tan, Khye Chong
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/10929
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-10929
record_format	dspace
spelling	sg-ntu-dr.10356-109292023-05-19T06:16:13Z Applications of share ratios in Singapore. Foo, Shan Shan. Tan, Chiew Yen. Yeo, Keng Leong. Tan, Khye Chong Nanyang Business School DRNTU::Business::Finance::Equity 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 unhedged portfolios and tested. 2008-09-24T07:49:07Z 2008-09-24T07:49:07Z 1999 1999 Final Year Project (FYP) http://hdl.handle.net/10356/10929 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Foo, Shan Shan. Tan, Chiew Yen. Yeo, Keng Leong. Applications of share ratios in Singapore.
description	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 unhedged portfolios and tested.
author2	Tan, Khye Chong
author_facet	Tan, Khye Chong Foo, Shan Shan. Tan, Chiew Yen. Yeo, Keng Leong.
format	Final Year Project
author	Foo, Shan Shan. Tan, Chiew Yen. Yeo, Keng Leong.
author_sort	Foo, Shan Shan.
title	Applications of share ratios in Singapore.
title_short	Applications of share ratios in Singapore.
title_full	Applications of share ratios in Singapore.
title_fullStr	Applications of share ratios in Singapore.
title_full_unstemmed	Applications of share ratios in Singapore.
title_sort	applications of share ratios in singapore.
publishDate	2008
url	http://hdl.handle.net/10356/10929
_version_	1770564065024802816

Applications of share ratios in Singapore.

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