International asset allocation

This study examines the effects of different hedging and volatility estimation models on portfolio performance.

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Bibliographic Details
Main Authors: Ang, Li Beng, Lim, Christina Yee Theng, Tam, Margaret Ern Ai
Other Authors: Liu, Ming Hua
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8709
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Institution: Nanyang Technological University