Active portfolio management model with exchange-traded options.
The main objective in this applied research project is to explore the practicability of dynamic rebalancing using exchange-traded options.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9722 |
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| Institution: | Nanyang Technological University |