中国分级式基金的套利策略的实证研究-金融像专业毕业论文.docxVIP

达到尽可能多包括市场上已有影响因素。关键词：分级基金；套利；历史回测；冲击成本 达到尽可能多包括市场上已有影响因素。 关键词：分级基金；套利；历史回测；冲击成本 万方数据 AN AN EIIP I R l CAL$1tlDY ON THE ARB I TRAGE STRATE6E OF C川№，S GR加ING FUN陷 ABSTRCT As one of the China’s capital market innovation，grading fund has been existing over for eight years．However,its operation mechanism is still not been known by a large number of investors．During the stock market crash happened several times this year,a lot ofhigh premium grading fund B，whiela is faced with the risk of under the fold,、Ⅳas still been bought by a large number of investors and those investor suffered heavy losses．