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在现今中国活跃的投资市场中,期货投资因其丰厚的投资回报而受到投资者的青睐,但同时期货投资具有的风险也是不可预估的。在现有的期货投资中,跨期套利因其操作简易、交易周期较短而最受投资者的欢迎。对跨期套利的投资策略也是投资者最为关注的,如何进行正确的跨期套利投资是研究的重点。文章通过在对跨期套利理论进行概述的基础上,通过模型分析跨期套利投资,研究了这一投资方式所存在的风险,对跨期套利进行了策略分析。
In today’s dynamic Chinese investment market, futures investments are favored by investors for their lucrative investment returns, but at the same time the risks posed by futures investments are unpredictable. Among the existing futures investments, the cross-term arbitrage is most welcomed by investors due to its simple operation and short trading cycle. The investment strategy of intertemporal arbitrage is also the most concerned about investors. How to carry on the correct intertemporal arbitrage investment is the research focus. Based on an overview of intertemporal arbitrage theory, the article analyzes intertemporal arbitrage investment through the model, studies the risks existing in this investment mode, and makes a strategic analysis of intertemporal arbitrage.