Optimal arbitrage strategies on stock index futures under position limits

10.1002/fut.20472

Saved in:

Bibliographic Details
Main Authors:	Dai, M., Zhong, Y., Kwok, Y.K.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103866
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-103866
record_format	dspace
spelling	sg-nus-scholar.10635-1038662023-10-26T21:10:19Z Optimal arbitrage strategies on stock index futures under position limits Dai, M. Zhong, Y. Kwok, Y.K. MATHEMATICS 10.1002/fut.20472 Journal of Futures Markets 31 4 394-406 2014-10-28T02:42:20Z 2014-10-28T02:42:20Z 2011-04 Article Dai, M., Zhong, Y., Kwok, Y.K. (2011-04). Optimal arbitrage strategies on stock index futures under position limits. Journal of Futures Markets 31 (4) : 394-406. ScholarBank@NUS Repository. https://doi.org/10.1002/fut.20472 02707314 http://scholarbank.nus.edu.sg/handle/10635/103866 000287223600004 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	10.1002/fut.20472
author2	MATHEMATICS
author_facet	MATHEMATICS Dai, M. Zhong, Y. Kwok, Y.K.
format	Article
author	Dai, M. Zhong, Y. Kwok, Y.K.
spellingShingle	Dai, M. Zhong, Y. Kwok, Y.K. Optimal arbitrage strategies on stock index futures under position limits
author_sort	Dai, M.
title	Optimal arbitrage strategies on stock index futures under position limits
title_short	Optimal arbitrage strategies on stock index futures under position limits
title_full	Optimal arbitrage strategies on stock index futures under position limits
title_fullStr	Optimal arbitrage strategies on stock index futures under position limits
title_full_unstemmed	Optimal arbitrage strategies on stock index futures under position limits
title_sort	optimal arbitrage strategies on stock index futures under position limits
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103866
_version_	1781787785249685504

Optimal arbitrage strategies on stock index futures under position limits

Similar Items