Dynamic strategy performance in Asian markets

• Main Authors: Chin, Sharon Shuyan, Chong, Adeline Pei Ling, Yang, Junrong
• Other Authors: Charlie Charoenwong
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/43669
• Institution: 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...