A Comparison on the Portfolio Model Construction for Stock Index Arbitrage
碩士 === 國立臺灣科技大學 === 資訊管理系 === 88 === The index arbitrage is making, in theory, riskless profits by trading stocks underlying the index and index futures simultaneously when the actual futures price diverges its theoretical price widely. Index arbitrage is a simple concept in financial theory；however...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87222009324199873588 |