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|Title:||Applications of share ratios in Singapore.||Authors:||Foo, Shan Shan.
Tan, Chiew Yen.
Yeo, Keng Leong.
|Keywords:||DRNTU::Business::Finance::Equity||Issue Date:||1999||Abstract:||This study attempts to test the suitability of a relatively new derivative product, share ratios, in the local context. Five funds from various institutions are selected and artificially hedged with stock index futures and share ratio contracts. Their respective returns are compared with the unhedged portfolios and tested.||URI:||http://hdl.handle.net/10356/10929||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||NBS Student Reports (FYP/IA/PA/PI)|
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