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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.
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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