Portfolio insurance with Nikkei stock average futures.
The objective of this research is to develop a portfolio insurance model based on the option-pricing model, for protecting a Japanese equity portfolio through the use of the Nikkei Stock Average Futures traded in SIMEX.
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2008
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| Online Access: | http://hdl.handle.net/10356/8085 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-80852023-03-02T15:43:27Z Portfolio insurance with Nikkei stock average futures. Ng, Kah Hwa. School of Accountancy and Business DRNTU::Business::Finance The objective of this research is to develop a portfolio insurance model based on the option-pricing model, for protecting a Japanese equity portfolio through the use of the Nikkei Stock Average Futures traded in SIMEX. RP 12/89 2008-09-19T02:03:38Z 2008-09-19T02:03:38Z 1991 1991 Research Report http://hdl.handle.net/10356/8085 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
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DR-NTU |
| topic |
DRNTU::Business::Finance |
| spellingShingle |
DRNTU::Business::Finance Ng, Kah Hwa. Portfolio insurance with Nikkei stock average futures. |
| description |
The objective of this research is to develop a portfolio insurance model based on the option-pricing model, for protecting a Japanese equity portfolio through the use of the Nikkei Stock Average Futures traded in SIMEX. |
| author2 |
School of Accountancy and Business |
| author_facet |
School of Accountancy and Business Ng, Kah Hwa. |
| format |
Research Report |
| author |
Ng, Kah Hwa. |
| author_sort |
Ng, Kah Hwa. |
| title |
Portfolio insurance with Nikkei stock average futures. |
| title_short |
Portfolio insurance with Nikkei stock average futures. |
| title_full |
Portfolio insurance with Nikkei stock average futures. |
| title_fullStr |
Portfolio insurance with Nikkei stock average futures. |
| title_full_unstemmed |
Portfolio insurance with Nikkei stock average futures. |
| title_sort |
portfolio insurance with nikkei stock average futures. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/8085 |
| _version_ |
1759858062422704128 |