HSI Services, A Shares vs B Shares - Presentation Transcript
Indexing Strategies Asia 2007
China “A” Shares vs. “H” Shares:
Hedging of
H-share and A-share Portfolios
Vincent Kwan
Managing Director
28 November 2007
Contents
1. The Risk of Different A-share and H-share Prices
2. Higher Volatility and Jumps in AH Price Differentials
– Who Cares?
3. Hedging the Risk, or Arbitraging the Difference
1
Why A share & H share Price Diverge?
And the Risk of Such a Phenomenon
2
0 comments
Post a comment