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]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]跨市套利、跨期套利和跨品种套利是金融工程技术在金融工具交易方面的具体运用。( )
[判断题]套利活动是对冲原则的具体运用,在市场均衡无套利机会时的价格就是无套利分析的定价基础。 ( )
[判断题]套利活动是对冲原则的具体运用,在市场均衡无套利机会时的价格并不是无套利分析的定价基础。 ( )
[判断题]在正向市场中进行熊市套利,相当于是买进套利。( )