An Investigation of the Spread and Arbitrage of the TAIMEX stock Index Futures
碩士 === 國立成功大學 === 企業管理學系 === 87 === Theoretically, the operation of index needs to buy (or sell) all the underlying stocks in an index. This perfect arbitrage is almost unfeasible practically. In practice, a representative portfolio is formed to track the index. However, methods in literature from t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18818939930330204234 |