Browsing NTNU Open by Author "Svendsen, Susanne"
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Analysis of Hedging Portfolios in Turbulent Markets
Svendsen, Susanne (Master thesis, 2008)Two different strategies, one dynamic and one static, were investigated on portfolios consisting of one long index and one long European put (at-the-money or 10% out-of-the-money). Three indices were considered: The MSCI ...