Protective put strategy for financial investments.

• Main Authors: Goh, Jeffrey Chia Fook., Tan, Shereen Lifeng., Tay, Yee Ming.
• Other Authors: Zhao, Yonggan
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Investments
• Online Access: http://hdl.handle.net/10356/9845
• Institution: Nanyang Technological University

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...