这个问题是这样的,虽然看上去Long call和short put都是在未来股价上涨的时候盈利,但还是有细微区别的,short put其实可以理解为是“不看跌”,说明投资者对于市场看涨的预期并不是特别强烈,如果投资者强烈认为市场会涨,那直接就去买现货或者long call,但是呢,有的投资者会觉得未来市场也不会跌了,但至于能不能大幅上...
Timing is crucial when it comes to short selling. Stocks typically decline much faster than they advance, and a sizable gain in the stock may be wiped out with an earnings miss or other bearish development. Conversely, entering the trade too early may make it difficult to hold on to the s...
Long的定义:如果能从标的物变好的情况下,我们能盈利,定义这样的头寸是Long头寸。所以,股票、债券、房地产,在情况变好的情况下,就是他们的价格上升,而我们能盈利的操作就是Buy stock/bond,所以Buy stock/bond = long stock/bond exposure; Short的定义:能从标的物情况变坏的背景下,我们能盈利,定义这样的头寸是Sh...
5, the long term turnover is sparse, the decline is not big, the recent paction is active, pull several Zhongyang back shrinkage 2 or 3 days, and then increase the volume, and these yin-yang line entity is obviously larger than the previous stage. This type of stock is most suitable ...
exposure. They take long and short positions in carefully matched stocks to hedge broader market risks. There's pairs trading, where you take a long position in one stock and a simultaneous short position in a closely related stock. The goal is to profit from temporary discrepancies in their ...
low volatility state to a high volatility state. The long straddle is useful when an investor wants to profit from either a bullish or bearish move in the underlying security. However, the cost of executing this strategy is higher than betting on a stock’s price move in only one direction...
The long and the short of stock-market volatilityBy Marc GoedhartDarshit Mehta
long call和short stock合成long put,但是合成的long put的折点,也就是在X下方的点,不是应该跟long call的点重合吗?因为如果stock的价格升到X,short stock是没有profit和loss的,而long call只有期权费的损失,所以两个合成的long put在stock价格等于X的时候,不是应该pay-off就是call的期权费吗?为什么老师画的...
long-run riskshort-run riskcapital structureasset pricingThis paper addresses this question with an asset-pricing model featuring endogenous corporate policies. Long-run risk reflects a firm's profit exposure to slowlDorion, ChristianEkponon, Adelphe...
The random walk hypothesis for most, but not all, stock returns indexes is not rejected. When the random walk hypothesis is rejected, the evidence supporting the rejection is weak and the stochastic dependence occurs mainly in short-horizon, rather then long-horizon holding period returns. 展开 ...