标题: Synthetic Equity [打印本页]

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作者: eatdrinking    时间: 2009-3-23 23:25     标题: Synthetic Equity

This is in CFA Level III

Synthetic Equity

How come long stock = long risk free bond + long futures

Please explain

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作者: 胡老师    时间: 2009-4-20 14:45

 long risk free bond + long futures的收益与直接拥有基础的股票或者指数是一致的，所以称为何成的股权投资。

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