Study on the Arbitrage between HuShen 300 Index Futures and Closed-end Funds;
沪深300指数期货与封闭式基金套利交易的实证研究
The index futures margin level is an important factor to ensure the safe and efficient trading of index futures.
指数期货保证金水平是保证指数期货安全有效运行的重要因素。
This paper is an advanced study under the situation of index futures not in practice but to be launched.
本文是在我国没有指数期货实践但不久将推出的情况下进行的超前研究。
Based on previous studies, the distributional properties of returns on risky securities are discussed in an intuitive way under the condition of nontrivial spanning of efficient set, and the results obtained by Ross provided that short selling is allowed are extended to the case in which short selling is prohibited but stock index futures are introduced.
在以往研究基础上 ,以直观的方式讨论了有效集在非平凡生成情况下风险证券收益分布的特征 ,将Ross在允许卖空情况下的结论推广到不允许卖空但引入指数期货的情况 ,进一步说明了线性指数 (因素 )模型在基金分离、资本资产定价和资产配置决策中的关键性作
In this paper, we show the introduction of stock index futures can increase the efficiency of risk allocation by expanding the opportunity space of portfolio investment, which is reduced by the restriction of short selling.
分析了指数期货的引入在扩展由于卖空限制所缩减的组合证券投资机会空间、从而提高风险配置效率方面的作用，讨论了不允许卖空但引入指数期货情况下组合证券选择问题和证券组合空间的生成问题，推广了组合证券选择和基金分离理论的有关结果。
When a currency is internationally accepted, there is a demand for the currency index.
货币指数中体现了其域际属性。
An Empirical Study on Stock Futures Price Discovery Function--Based on the Spot Index Trend;
股指期货价格发现功能的实证研究——基于现货指数变化趋势
The Co-integration Analysis of HSIF and HSI;
香港恒生指数期货与现货协整关系分析
The Empirical Study of Relationship between Stock Index Futures Market and Spot Market Based on H Share and FTSE Xinhua A50 Index;
H股指数和新华富时A50指数的期货与现货关系实证研究
Price Discovery and Volatility Spillovers in the Index Futures and Spot Markets in China
我国指数期货与现货之间的价格发现和波动性外溢
Index Replication Model Based on Direct Sell Arbitrage;
基于现货卖出反向套利的指数复制模型
Arbitrage in Simulated Trading In Shanghai-Shenzhen-300 Index Futures;
从仿真交易看沪深300指数期货的期现套利
Indispensibility and Feasibility of Opening Index Futures in China;
我国开设股价指数期货的必要性和现实性
Research on Index Arbitrage of Shanghai and Shenzhen 300 Index Futures
沪深300股票指数期货期现套利机制研究
The Strategy of Filtrating Industries from Samples During Tailing the Spot Combining Index
现货组合跟踪指数过程的行业筛选应用研究
An Empirical Study of Relations in HangSeng China Enterprises Index Market and Futures Market;
恒生中国企业指数现货市场与期货市场关系实证研究
Study on the Relationship between the Volatility of Stock Index Spot and the Trading Volume of Stock Index Futures--Emipical Evidence from HongKong Hang Seng Index;
股指期货交易量与股指现货波动关系研究——来自香港恒生指数的实证
Empirical research on price discovery efficiency of our country s stock index futures and spot based on Hushen stock 300 simulation futures data;
我国股指期货与现货价格发现效率实证研究——基于沪深300模拟期货数据
The Price Discovery of Common Factor in China Stock Markets:Shanghai Index,H Index and H Index Futures;
我国股票市场共因子的价格发现——以上证指数、H股指数与H股指数期货为例
A Research on the Relation between the Methods of Making up Daily Settlement Price and the Efficiency of Price Discovery--Taking the HIS As An Example;
每日结算价确定方法与股指期货价格发现效率的关系——以HSI指数期货为例
Hang Seng China Enterprises Index Futures
恒生中国企业指数期货
Mini-Hang Seng Index Futures Contract
小型恒生指数期货合约
Hang Seng Commerce and Industry Sub-index Futures
恒生工商分类指数期货
Hang Seng Finance Sub-index Futures
恒生金融分类指数期货
