Index design : hedging and manipulation
Year of publication: |
2022
|
---|---|
Authors: | Jarrow, Robert A. ; Li, Siguang |
Published in: |
The Quarterly Journal of Finance : QJF. - Singapore : World Scientific Publ., ISSN 2010-1406, ZDB-ID 2600942-0. - Vol. 12.2022, 2, Art.-No. 2250005, p. 1-36
|
Subject: | competitive equilibrium | EWAP | Index design | index manipulation | VWAP | Theorie | Theory | Hedging | Aktienindex | Stock index | Index | Index number | Manipulation | Index-Futures | Index futures | Indexberechnung | Index construction |
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