In this Thesis, we introduce the basic mechanism of the most popular Portfolio insurance strategies and make an extensive comparison among them according to main aspects. Furthermore, we proceed Monte Carlo and historical simulations to compare the merits of these aforementioned strategies in a case of a frontier market - Vietnamese stock market.
PORTFOLIO INSURANCE STRATEGIES: An empirical analysis of a frontier market - the Vietnamese case
Trieu, Tien Dat
2017/2018
Abstract
In this Thesis, we introduce the basic mechanism of the most popular Portfolio insurance strategies and make an extensive comparison among them according to main aspects. Furthermore, we proceed Monte Carlo and historical simulations to compare the merits of these aforementioned strategies in a case of a frontier market - Vietnamese stock market.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/17526