Applications of share ratios in Singapore.

• المؤلفون الرئيسيون: Foo, Shan Shan., Tan, Chiew Yen., Yeo, Keng Leong.
• مؤلفون آخرون: Tan, Khye Chong
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/10929
• المؤسسة: Nanyang Technological University

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...