arbitrageuring

基本解釋

Hedge funds are perfect examples of the speculative trader and arbitrageur.
但它們遠(yuǎn)不是唯一的挑戰(zhàn)。
A gold arbitrageur purchases 10 pounds for 95 francs, presents the 10 pounds to the Bank of England gold window in exchange for an ounce of gold.
一個(gè)黃金的套利交易者用95法郎買入10英鎊，拿著這10英鎊去英格蘭銀行的黃金窗口換取1盎斯黃金。
The arbitrageur then insures and ships the gold to the Banque de France, selling it for 100 francs, pocketing 5 francs less insurance and shipping as profit.
這個(gè)套利交易者爲(wèi)買入的黃金投保，將其運(yùn)至法蘭西銀行，以每盎斯100法郎的價(jià)格售出，將獲得5法郎減去保險(xiǎn)和運(yùn)費(fèi)的利潤。
Results show that the existence of risk for rational arbitragers and the investors' psychology overconfidence could limit the rational arbitrageur's behavior.
模型的分析結(jié)果表明，投資者的過度自信會(huì)限制套利者的套利行爲(wèi)。
Although the study of DSSW model confirmed the noise trader obtained more gain than arbitrageur, the arbitrageur restricted the fluctuation of price and the benefit space of noise trader.
DSSW模型研究証實(shí)了噪聲交易者獲得的平均收益甚至要高於套利者，但套利者的存在依然抑制了價(jià)格的波動(dòng)，從而也限制了噪聲交易者的獲利空間。