套利限制

  • 网络limits of arbitrage;Limits to Arbitrage;arbitrage limits
套利限制套利限制
  1. 总的来说,这些发现与套利限制的论据相符,并说明特质风险作为一项套利成本的重要性。

    Overall , these * ndings are consistent with the limits of arbitrage arguments and demonstrate the importance of idiosyncratic risk as an arbitrage cost .

  2. 机构投资者建仓行为导致的套利限制研究

    Study of Limits to Arbitrage Based on Position Building of Institutional Investors

  3. 本文指出了传统金融理论对现代投资决策的不足,概括总结了行为金融学主要的理论框架,包括:期望理论、套利限制理论和行为组合理论。

    This article had pointed out the deficiency to present investment behavior of the classical financial theory , summarizing the primary theory frame of behavioral finance which includes Prospect Theory , Arbitrage Limited theory and Behavioral Portfolio Theory .

  4. A+H股双重上市公司股票价格在两个市场存在的巨大差异,意味着两个市场间的套利行为受到极大限制,也说明A、H股市场存在着严重的市场分割。

    When a stock is listed in both A-shares market and H-shares market in China , there is a price gap between the two markets . It means arbitrage is limited and there is heavy market segmentation in these markets .