市场中性型又分为市场中性套利型(Market Neutral-Arbitrage)和市场中性证券对冲型(Market Neutral-Securities Hedging)。据Van 1988-1999年资料显示,全球市场中性套利型年均回报率为15.10%,其中美国市场为16.10%,离岸市场为12.2%。
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Market Neutral - Securities Hedging: Invests equally in long and short equity portfolios generally in the same sectors of the market.
市场中性-证券对冲: 股票投资组合入股同样长,短,一般在市场相同的部门。
No hedging transactions involving the member interests may be conducted unless in compliance with the securities act of 1933, as amended.
成员不能进行对冲交易,除非符合1933年证券法(经修订)。
The preceding paragraph shall not apply, when a securities company trades securities as a result of underwriting or participates in financial derivative transactions for risk hedging purposes.
证券公司因包销而买卖证券,或者为对冲风险参与金融衍生产品交易的,不受前款规定的限制。
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