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Title: Portfolio insurance with Nikkei stock average futures.
Authors: Ng, Kah Hwa.
Keywords: DRNTU::Business::Finance
Issue Date: 1991
Abstract: The objective of this research is to develop a portfolio insurance model based on the option-pricing model, for protecting a Japanese equity portfolio through the use of the Nikkei Stock Average Futures traded in SIMEX.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Research Reports (Staff & Graduate Students)

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