Applications of share ratios in Singapore.

• 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
• Institution: 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...