International asset allocation
This study examines the effects of different hedging and volatility estimation models on portfolio performance.
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Final Year Project |
Published: |
2008
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/8709 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
id |
sg-ntu-dr.10356-8709 |
---|---|
record_format |
dspace |
spelling |
sg-ntu-dr.10356-87092023-05-19T07:23:11Z International asset allocation Ang, Li Beng Lim, Christina Yee Theng Tam, Margaret Ern Ai Liu, Ming Hua Nanyang Business School DRNTU::Business::Finance::Investments This study examines the effects of different hedging and volatility estimation models on portfolio performance. 2008-09-24T07:24:09Z 2008-09-24T07:24:09Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8709 Nanyang Technological University application/pdf |
institution |
Nanyang Technological University |
building |
NTU Library |
continent |
Asia |
country |
Singapore Singapore |
content_provider |
NTU Library |
collection |
DR-NTU |
topic |
DRNTU::Business::Finance::Investments |
spellingShingle |
DRNTU::Business::Finance::Investments Ang, Li Beng Lim, Christina Yee Theng Tam, Margaret Ern Ai International asset allocation |
description |
This study examines the effects of different hedging and volatility estimation models on portfolio performance. |
author2 |
Liu, Ming Hua |
author_facet |
Liu, Ming Hua Ang, Li Beng Lim, Christina Yee Theng Tam, Margaret Ern Ai |
format |
Final Year Project |
author |
Ang, Li Beng Lim, Christina Yee Theng Tam, Margaret Ern Ai |
author_sort |
Ang, Li Beng |
title |
International asset allocation |
title_short |
International asset allocation |
title_full |
International asset allocation |
title_fullStr |
International asset allocation |
title_full_unstemmed |
International asset allocation |
title_sort |
international asset allocation |
publishDate |
2008 |
url |
http://hdl.handle.net/10356/8709 |
_version_ |
1772825583372206080 |