Xiong, Xiong; Cui, Yian; Yan, Xiaocong; Liu, Jun; He, Shaoyi - In: Financial innovation : FIN 6 (2020) 32, pp. 1-17
With the introduction of many derivatives into the capital market, including stock index futures, the trading strategies in financial markets have been gradually enriched. However, there is still no theoretical model that can determine whether these strategies are effective, what the risks are,...