arbitrage的例句大全

Two difficulties remain: the transition; and regulatory arbitrage.

现在仍有两个难题尚待解决: 过渡期, 以及监管套利.

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Several large US funds such as citadel, Moore, de Shaw and Perry capital scaled back their European merger arbitrage operations during the economic crisis as deal activity dried up and their ability to borrow was curbed.

在经济危机期间，随着并购交易活动逐渐枯竭，借款能力受到抑制，citadel、moore、萧氏企业（de shaw）和perry capital等几家大型美国基金都缩减了自己的欧洲并购套利业务。

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The result about the analysis of the portfolio shows that as long as arbitrage chance exists, each investor can get higher income, not increasing risk, no matter he is a risk averter or seeker.

对此套利组合的分析结果表明：只要存在无风险套利机会，无论风险投资者的偏好如何，都能在不增加风险的基础上，获得较高的收益。

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Other acts of illegal foreign exchange arbitrage.

非法套汇的其他行为.

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Based on the assumption of no arbitrage, an accurate WACC formula is derived.

基于无套利假设, 给出了WACC的精确公式.

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Buffett is also a small part of the asset in order to make short-term risk-free arbitrage.

巴菲特还以少部分资产做 短期 的无风险套利.

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The investors will have a riskless arbitrage opportunity, if the market price contradicts this relationship.

在价格有效的证券市场上,这种无风险套利的机会是不存在的.

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If an asset ( portfolio ) has riskless super profits , there is arbitrage opportunity in the market.

如果某个资产 ( 合 ) 在无风险的超额利润, 就会产生套利行为.

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We have been profiting off of merger-acquisitions arbitrage regardless of the down markets.

我们一直在下跌的市场从合并收购套利中赢利.

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The mean variance, capital rated and capital interest arbitrage are also devised.

并设计了均值方差模型, 资本资产定价模型和资本资产套利模型.

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Firstly, we deal with the mean-variance frontier of arbitrage portfolios under investment proportion limitations.

因此, 考虑到现实应用,对套利组合的分析也须研究存在投资权重限制时的选择问题.

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Using futures arbitrage between the spot market to obtain the excess proceeds.

用期货现货市场之间的套利获取超额收益.

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The resultant selling pressure can depress prices, increasing the returns available to arbitrage investors.

作为卖压的结果,价格走低, 为套期投资者带来增长的回报.

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CAPM can be obtained by using non-arbitrage approaches.

资本资产定价模型可以用无套利方法得到.

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In 1976, Stephen A. Ross innovated CAPM and set up Arbitrage Pricing Theory ( shortened for APT ).

1976年, StephenA. Ross改进了CAPM模型,提出了套利定价理论 ( ArbitragePricingTheory, 简称APT ).

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Which can be divided into horizontal transverse cross-arbitrage arbitrage period, cross-commodity arbitrage and cross-market arbitrage strategy.

其中横向套利又可分为横向 跨 期套利 、 跨 商品套利以及 跨 市场套利策略.

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For model arbitrage the chance only occur for limited times in a year, but trend arbitrage can repeat its operations, and add capital efficiency.

利用模型套利模型，平均每年市场所能提供的较佳机会不多，而趋势套利模型却可以反复入场操作，增加资金的使用效率；

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