The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Günter Bamberg ; Klaus Röder
| Year of publication: |
1994
|
|---|---|
| Authors: | Bamberg, Günter |
| Other Persons: | Röder, Klaus (contributor) |
| Institutions: | Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg> (contributor) |
| Publisher: |
Augsburg : Inst. für Statistik u. Mathematische Wirtschaftstheorie, Univ. |
| Subject: | Theorie | Theory | Deutschland | Germany | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Arbitrage | Index-Futures | Index futures | DAX-Futures | Rentabilität | Institutioneller Anleger |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [digitale-objekte.hbz-nrw.de] |
| Extent: | 20 S. graph. Darst. 30 cm |
|---|---|
| Series: | Arbeitspapiere zur mathematischen Wirtschaftsforschung. - Augsburg, ZDB-ID 527610-X. - Vol. 114 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht |
| Language: | English |
| Classification: | Wirtschaftssektoren: Sonstiges |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013374623