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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Bibliographic Details
Main Authors: Chan, Wei Wen., Ng, Jun Hao., Pek, Bee Lian.
Other Authors: Zhao, Yonggan
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9722
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9722
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spelling sg-ntu-dr.10356-97222023-05-19T06:09:05Z Active portfolio management model with exchange-traded options. Chan, Wei Wen. Ng, Jun Hao. Pek, Bee Lian. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::Options The main objective in this applied research project is to explore the practicability of dynamic rebalancing using exchange-traded options. 2008-09-24T07:35:27Z 2008-09-24T07:35:27Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9722 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::Options
spellingShingle DRNTU::Business::Finance::Options
Chan, Wei Wen.
Ng, Jun Hao.
Pek, Bee Lian.
Active portfolio management model with exchange-traded options.
description The main objective in this applied research project is to explore the practicability of dynamic rebalancing using exchange-traded options.
author2 Zhao, Yonggan
author_facet Zhao, Yonggan
Chan, Wei Wen.
Ng, Jun Hao.
Pek, Bee Lian.
format Final Year Project
author Chan, Wei Wen.
Ng, Jun Hao.
Pek, Bee Lian.
author_sort Chan, Wei Wen.
title Active portfolio management model with exchange-traded options.
title_short Active portfolio management model with exchange-traded options.
title_full Active portfolio management model with exchange-traded options.
title_fullStr Active portfolio management model with exchange-traded options.
title_full_unstemmed Active portfolio management model with exchange-traded options.
title_sort active portfolio management model with exchange-traded options.
publishDate 2008
url http://hdl.handle.net/10356/9722
_version_ 1770566531378315264