The arbitrages reported are stunning in magnitude, the researchers said. 上报的套利现象规模惊人,研究人员们表示。
This paper described briefly about the methods in three scenarios: pure arbitrage, nsk arbitrage and inter-markets arbitrages. 本文就纯粹套利,风险套利和市场间套利三个方面简要讨论了价格偏差分析在对冲基金中的重要性。
When we make the regression analysis to the "arbitrages" portfolios against risk factor β, the results also meet the exist of Overreaction. 对套利组合的风险因子回归分析仍然支持过度反应的存在。