cashandcarry arbitrage
同义词释义
- 1)cash-and-carry arbitrage,现货持有套利2)Future arbitrage,期货套利3)Cross-time arbitraging,期现套利4)Monetize,套现、货币化5)limited arbitrage,有限套利6)limit arbitrage,有限套利
用法例句
This article also constitutes the basic structure of operation model about Cross-time arbitraging and Cross-term arbitraging of stock index future.
本文在借鉴前人研究成果的基础上,对股指期货套利交易的相关理论,比如套利内涵、分类、套利交易机理以及套利交易各种策略进行了系统而全面的研究,提出股指期货期现套利模型和跨期套利模型,并通过引入沪深300仿真期货合约、美国S&P500股指期货,以及香港恒生股指期货三个实例,对股指期货期现套利、跨期套利策略进行了实证分析。
Based on the limited arbitrage theory and the assumption that the investors are confronted with credit constraints or interest rate differential,this paper studies the relationship between enterprise s capital structure and its market value by means of analyzing the investors limited arbitrage behavior.
以有限套利理论为基础,在假定市场投资者(套利者)面临信贷约束和利率多样化的前提下,该文从分析投资者有限套利行为的角度研究了企业资本结构与其市场价值的关系,并得到如下结论:当投资者面临信贷配给或较企业更高的借款利率时,企业举债是有利的,即此时的企业市场价值高于不举债时的市场价值;而且,随着企业杠杆度的不断提高,投资者的有限套利行为将使企业的破产风险增大。
This paper collected the data of A shares from 1995 to 2005 listed on Shanghai and Shenzhen Stock Exchange to test the book-to-market effect, and provided explanation of its effect based on limited arbitrage.
本文以1995~2005年沪市和深市全部A股股票作为研究对象,对中国股市账面-市值比效应进行了实证检验,并从有限套利的角度对账面-市值比效应进行了解释。
Unlike orthodox researches on capital market segmentation,this paper is to analyse this kind of phenomenon at the view of limited arbitrage theory.
本文有别于传统市场分割理论下的孪生股价格差异研究,从有限套利角度出发,将影响中国A、H孪生股之间套利交易的因素归结为QFII制度和噪音交易者风险,并围绕这两个因素运用包括截面回归、Granger因果检验以及多重协整在内的现代计量经济手段,对选定的24对样本A、H孪生股票的价格差异进行了研究。
From the perspective of behavioral finance,this paper combines the limit arbitrage and irrational trader and makes analysis on pricing efficiency of asset.
从行为金融的角度,结合有限套利与非理性个体对股票市场的套利者收益、资产价格特征进行考察。
Since the over-reaction,tendency trade and the limitation of the arbitrage fund are all considered,the limit arbitrage model becomes more closer to the real market.
本文基于行为金融理论,从投资者的行为特征入手,将市场中的交易者分为价值交易者、趋势交易者、资金受限的套利者3大类,同时考虑了过度反应、趋势交易的非理性行为,以及套利者资金受限的情况,使有限套利模型更接近真实市场行为。
How to Arbitrage with Stock Index Futures
如何以股价指数期货套利
Construction of Investment Portfolio Tracking Stock Index;
股指期货套利中跟踪指数投资组合的构建
A Study on the Arbitrage Mechanism and Empirical Tests of Stock Index Futures
股指期货套利交易机制研究及实证分析
The Models of Commodity Futures Interdelivery Spread and Their Empirical Studies;
商品期货跨期套利模型及其实证分析
A Study on Arbitrage of ShangHai ShenZhen 300 index futures;
运用沪深300股指期货进行期现套利
How to Do Hedging Through The Future Market for an Enterprise;
企业如何利用期货市场进行套期保值
Estimating of the Positions Ratio of Static Optimal Futures Spread;
静态最优期货价差套利头寸比例估计
Research on the model of non-arbitrage fixing price of the agreement on stock index futures;
股指期货合约的无套利定价模型研究
Analysis on The Cause Effect of Non-arbitrage in China′s Index Future Market;
浅析我国股指期货无套利原因及后果
The Analysis on Arbitrage-free Zone of Hu-shen 300 Index Futures
沪深300股指期货无套利区间分析
Hedging for Particular Share in the Lock-in Period by Using Stock Index Futures
利用股指期货为处于限售期的个股套期保值
The elimination of riskless profit opportunities in the futures market is referred to as arbitrage.
期货市场上消除无风险的利润机会被称为套利。
Prospect Analysis of Hedging of Soybean Futures;
大豆压榨厂利用期货进行套期保值的前景分析
Based on the Soybean Futures Contract Model Analysis about Bull Spread and Bear spread;
基于大豆期货合约的跨期套利模型分析
Comparative empirical study on the margin setting of stock index futures calendar spread trading;
股指期货跨期套利交易保证金设置方法的比较
Hedging Through Futures Market for Increasing Farmers′ Income;
利用期货市场套期保值功能为农民增收服务
The Analysis of Index Futures Spread Arbitrage:An Empirical Analysis on Simulative Market;
股指期货的跨期套利研究——模拟股指市场实证
Arbitrage in Simulated Trading In Shanghai-Shenzhen-300 Index Futures;
从仿真交易看沪深300指数期货的期现套利
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