加载中…
2022-09-12
Meta-CTA Trading Strategies and Rational Market Failures
Bernhard K Meister
文献摘要
Investors trade shifting prices, portfolio values, and in turn their ability to borrow. Concentrated ownership, high price impact and low collateral requirements are propitious for arbitrage.
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本