Protective put strategy for financial investments.
The objectives in this study are to focus on selecting the optimal insurance level when employing a protective put strategy; investigate how the different factors in this strategy will affect the portfolio performance; and a comparison between the insured portfolio, an uninsured portfolio and an uni...
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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/10356/9845 |
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| Institution: | Nanyang Technological University |
| Summary: | The objectives in this study are to focus on selecting the optimal insurance level when employing a protective put strategy; investigate how the different factors in this strategy will affect the portfolio performance; and a comparison between the insured portfolio, an uninsured portfolio and an uninsured portfolio in the market. |
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