Optimal arbitrage strategies on stock index futures under position limits
| Year of publication: |
2011
|
|---|---|
| Authors: | Dai, Min ; Zhong, Yifei ; Kwok, Yue Kuen |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 4, p. 394-407
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