Applications of share ratios in Singapore.
Foo, Shan Shan.
Tan, Chiew Yen.
Yeo, Keng Leong.
Date of Issue1999
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University