Url : https://www.edhec.edu/fr/publications/structured-equity-investment-strategies-long-term-asian-investors

Contents : Foreword
About the Author
Executive Summary
1. Introduction
2. Modelling stochastic volatility through Heston's model
3. Empirical characteristics of Asian stock markets
4. Comparison of strategies: a simulation study
5. Numerical results
6. Summary and conclusions
Appendices
References
About EDHEC-Risk Institute
About Societe Generale
EDHEC-Risk Institute Publications and Position Papers (2008-2011)

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque