更多"套利(arbitrage)"的相关试题:
[简答题]Arbitrage pricing theory
[判断题]套利组合理论认为,当市场上存在套利机会时,投资者会不断进行套利交易,直到套利机会消失,此时证券价格即为均衡价格。( )
[判断题]套利组合理论认为,当市场上存在套利机会时,投资者会不断地进行套利交易,直到套利机会消失为止,此时证券的价格即为均衡价格。()
[判断题]根据交易者在市场中所建立的交易部位不同,跨期套利可以分为牛市套利、熊市套利和蝶式套利三种。( )
[判断题]根据交易者在市场中所建立的交易部位的不同,跨期套利可以分为牛市套利、熊市套利和蝶式套利三种。( )
[判断题]题干: 根据交易者在市场中所建立的交易部位不同,跨期套利可以分为牛市套利、熊市套利和蝶式套利三种。
[单项选择]Which of the following statements about arbitrage and market anomalies is most accurate()
A. Investors of the funds that arbitrageurs and traders use are generally too patient and fail to remove funds in a timely manner when trades go against them.
B. Arbitrageurs have more capital at their disposal than they require enabling them to pursue any security mispricing.
C. In pairs trading, where an arbitrageur purchases the underpriced security and shorts the overpriced security, stock-specific risk remains.
[判断题]套利定价理论认为,如果市场上不存在套利组合,那么市场就不存在套利机会。