Cost-benefit analysis of trading strategies in the stock index futures market

Abstract With the introduction of many derivatives into the capital market, including stock index futures, the trading strategies in financial markets have been gradually enriched. However, there is still no theoretical model that can determine whether these strategies are effective, what the risks...

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Bibliographic Details
Main Authors: Xiong Xiong, Yian Cui, Xiaocong Yan, Jun Liu, Shaoyi He
Format: Article
Language:English
Published: SpringerOpen 2020-10-01
Series:Financial Innovation
Subjects:
Online Access:http://link.springer.com/article/10.1186/s40854-020-00191-4