Protective put strategy for financial investments.
Goh, Jeffrey Chia Fook.
Tan, Shereen Lifeng.
Tay, Yee Ming.
Date of Issue2005
College of Business (Nanyang Business School)
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 uninsured portfolio in the market.
Final Year Project (FYP)
Nanyang Technological University