International asset allocation
This study examines the effects of different hedging and volatility estimation models on portfolio performance.
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Main Authors: | Ang, Li Beng, Lim, Christina Yee Theng, Tam, Margaret Ern Ai |
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Other Authors: | Liu, Ming Hua |
Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/8709 |
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Institution: | Nanyang Technological University |
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