{“id”:“https://openalex.org/W3122888784“,”doi“:”https://doi.org/101287/opre.2020.2012“,”title“:”股指期权风险套利机会“,”display_name“:”股票指数期权的风险套利机遇“,”publication_year“:2021,”publiation_date“:”2021-01-01“,”ids“:{”openalex“:”https://openalex.org/W3122888784“,”doi“:”https://doi.org/101287/opre.2020.2012“,”mag“:”3122888784“},”language“:”en“,”primary_location“:{”is_oa“:false,”landing_page_url“:”https://doi.org/101287/opre.2020.2012“,”pdf_url“:空,”源“:{”id“:”https://openalex.org/S125775545“,”display_name“:”运筹学“,”issn_l“:”0030-364X“,”isn“:[”0030-365X“,“1526-5463”],”is_oa“:false,”is_ in_doaj“:false,”host_organization“:”https://openalex.org/P4310315699“,”“host_organization_name”:“运筹学与管理科学研究所”,“host_ordanization_lineage”:[“https://openalex.org/P4310315699“],”host_organization_lineage_names“:[”运筹学与管理科学研究所“],“type”:“journal”},“license”:null,“licence_id”:null,“version”:null,“is_accepted”:false,“is_published”:false},”type“:”article“,”type_crossref“:“joural-article”,“indexed_in”:[”crossref“]oa_url“:null,”any_repository_has_fulltext“:false},”作者身份“:[{”作者位置“:”第一个“,”作者“:{”id“:”https://openalex.org/A5066770755“,”display_name“:”Thierry Post“,”orcid“:”https://orcid.org/0000-0002-9030-1274},“机构”:[{“id”:https://openalex.org/I60559429“,”display_name“:”Nazarbayev University“,”ror“:”https://ror.org/052bx8q98“,”country_code“:”KZ“,”type“:“教育”,”世系“:[”https://openalex.org/I60559429“]}],”国家“:[”KZ“],”is_corresponding“:false,”raw_author_name“:”Thierry Post“,”raw_affiliation_strings“:[“国家分析中心经济建模部\u2018Analytica,\u2019 Astana 01000,哈萨克斯坦;”,“哈萨克斯坦阿斯塔纳01000,纳扎尔巴耶夫大学商学院;”],“afliations”:[{“raw_affilition_string”:“哈萨克斯坦阿斯塔纳纳扎尔巴耶夫大学商学院,邮编:01000;“,”institution_id“:[”https://openalex.org/I60559429“]},{”raw_affiliation_string“:”经济建模部,国家分析中心\u2018Analytica,\u2019 Astana 01000,哈萨克斯坦;“,”institution_ids“:[]}]}、{”author_position“:”last“,”author“:{”id“:”https://openalex.org/A5046477732“,”display_name“:”I\u00f1aki R.Longarela“,”orcid“:null},”institutions“:[{”id“:”https://openalex.org/I161593684“,”display_name“:”斯德哥尔摩大学“,”ror“:”https://ror.org/05f0yaq80“,”country_code“:”SE“,”type“:“教育”,”世系“:[”https://openalex.org/I161593684“]}],”国家“:[”SE“],”is_corresponding“:false,”raw_author_name“:”I\u0148aki Rodr\u00edguez Longarela“,”raw _ afiliation_strings“:[“瑞典斯德哥尔摩大学斯德哥尔默商学院金融系,106 91”],”affiliations“:[{”raw _affiliation_string“:”瑞典斯德哥尔摩大学斯德哥尔默商学院金融系,邮编:106 91“,institution_ids”:[“https://openalex.org/I161593684“]}]}],”countries_distinct_count“:2,”institutions_disting_count”:2,“corresponding_author_ids”:[],”correspounding_institution_ids“:[]、”apc_list“:null,”apc_payd“:null,”fwci“:2.188,”has_fulltext“:false,”cited_by_count:9,“cited_by_percentile_year”:{“min”:89,”max“:90},”biblio“:{”volume“:”69“,”问题“:”1“,”first_page“:”100“,”last_page“:”113“},”is_retracted“:false,”is_paratext“:fase,”primary_topic“:{”id“:”https://openalex.org/T10047“,”display_name“:”资产定价与市场效率“,”score“:0.999,”subfield“:{”id“:”https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”display_name“:”Social Sciences“}},”topics“:[{”id“:”https://openalex.org/T10047“,”display_name“:”资产定价与市场效率“,”score“:0.999,”subfield“:{”id“:”https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”“display_name”:“社会科学”}},{”id“:”https://openalex.org/T10067“,”“display_name”:“期权定价模型的理论与应用”,“score”:0.9988,“subfield”:{“id”:“https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”“display_name”:“社会科学”}},{”id“:”https://openalex.org/T11976“,”“display_name”:“实物期权在投资策略中的应用”,“score”:0.9986,“subfield”:{“id”:“https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”display_name“:”社会科学“}}],”关键词“:[{”id“:”https://openalex.org/keywords/option-pricing“,”display_name“:”Option Pricing“,”score“:0.580113},{”id“:”https://openalex.org/keywords/real-options(https://openalex.org/keywords/real-options)“,”display_name“:”实物期权“,”score“:0.537729},{”id“:”https://openalex.org/keywords/asset-pricing“,”display_name“:”资产定价“,”score“:0.509194},{”id“:”https://openalex.org/keywords/lifidity-risk网站“,”display_name“:”流动性风险“,”score“:0.505535}],”concepts“:[{”id“:”https://openalex.org/C160623529,“wikidata”:https://www.wikidata.org/wiki/Q273088“,”display_name“:”Arbitrage“,”level“:2,”score“:0.7706157},{”id“:”https://openalex.org/C2780821815,“wikidata”:https://www.wikidata.org/wiki/Q5340806“,”display_name“:”Portfolio“,”level“:2,”score“:0.62170756},{”id“:”https://openalex.org/C199728807,“wikidata”:https://www.wikidata.org/wiki/Q2578557“,”display_name“:”衡平法“,”level“:2,”score“:0.6210993},{”id“:”https://openalex.org/C98965940,“wikidata”:https://www.wikidata.org/wiki/Q877496“,”display_name“:”交易成本“,”level“:2,”score“:0.61399513},{”id“:”https://openalex.org/C162324750,“wikidata”:https://www.wikidata.org/wiki/Q8134“,”display_name“:”经济学“,”level“:0,”score“:0.5450088},{”id“:”https://openalex.org/C2777382242,“wikidata”:https://www.wikidata.org/wiki/Q6017816“,”display_name“:”索引(排版)“,”级别“:2,”分数“:0.49677902},{”id“:”https://openalex.org/C106159729,“wikidata”:https://www.wikidata.org/wiki/Q2294553“,”display_name“:”金融经济学“,”level“:1,”score“:0.48107433},{”id“:”https://openalex.org/C88389905,“wikidata”:https://www.wikidata.org/wiki/Q223371“,”display_name“:”股市指数“,”level“:4,”score“:0.4633845},{”id“:”https://openalex.org/C52008547,“wikidata”:https://www.wikidata.org/wiki/Q6017830“,”display_name“:”指数套利“,”level“:5,”score“:0.45865202},{”id“:”https://openalex.org/C149782125,“wikidata”:https://www.wikidata.org/wiki/Q160039“,”display_name“:”计量经济学“,”level“:1,”score“:0.43439054},{”id“:”https://openalex.org/C162118730,“wikidata”:https://www.wikidata.org/wiki/Q1128453“,”display_name“:”精算科学“,”level“:1,”score“:0.36671376},{”id“:”https://openalex.org/C181236170,“wikidata”:https://www.wikidata.org/wiki/Q848354“,”display_name“:”资本资产定价模型“,”level“:2,”score“:0.36203456},{”id“:”https://openalex.org/C2780299701,“wikidata”:https://www.wikidata.org/wiki/Q475000“,”display_name“:”股市“,”level“:3,”score“:0.31007385},{”id“:”https://openalex.org/C42854785,“wikidata”:https://www.wikidata.org/wiki/Q2154735“,”display_name“:”风险套利“,”level“:4,”score“:0.26732558},{”id“:”https://openalex.org/C175444787,“wikidata”:https://www.wikidata.org/wiki/Q39072“,”display_name“:”微观经济学“,”level“:1,”score“:0.2422606},{”id“:”https://openalex.org/C41008148,“wikidata”:https://www.wikidata.org/wiki/Q21198“,”display_name“:”计算机科学“,”level“:0,”score“:0.18217745},{”id“:”https://openalex.org/C142450864,“wikidata”:https://www.wikidata.org/wiki/Q629941“,”display_name“:”套利定价理论“,”level“:3,”score“:0.14881289},{”id“:”https://openalex.org/C151730666,“wikidata”:https://www.wikidata.org/wiki/Q7205“,”display_name“:”古生物学“,”level“:1,”score“:0.0},{”id“:”https://openalex.org/C2780762169,“wikidata”:https://www.wikidata.org/wiki/Q5905368“,”display_name“:”Horse“,”level“:2,”score“:0.0},{”id“:”https://openalex.org/C136764020,“wikidata”:https://www.wikidata.org/wiki/Q466“,”display_name“:”万维网“,”级别“:1,”分数“:0.0},{”id“:”https://openalex.org/C17744445,“wikidata”:https://www.wikidata.org/wiki/Q36442“,”display_name“:”政治学“,”level“:0,”score“:0.0},{”id“:”https://openalex.org/C86803240,“wikidata”:https://www.wikidata.org/wiki/Q420“,”display_name“:”生物学“,”等级“:0,”分数“:0.0},{”id“:”https://openalex.org/C199539241,“wikidata”:https://www.wikidata.org/wiki/Q7748“,”display_name“:”Law“,”level“:1,”score“:0.0}],”mesh“:[],”locations_count“:1.”locations“:[{”is_oa“:false,”landing_page_url“:”https://doi.org/101287/opre.2020.2012“,”pdf_url“:空,”源“:{”id“:”https://openalex.org/S125775545“,”display_name“:”运筹学“,”issn_l“:”0030-364X“,”isn“:[”0030-365X“,“1526-5463”],”is_oa“:false,”is_ in_doaj“:false,”host_organization“:”https://openalex.org/P4310315699“,”“host_organization_name”:“运筹学与管理科学研究所”,“host_ordanization_lineage”:[“https://openalex.org/P4310315699“],”host_organization_lineage_names“:[”运筹学与管理科学研究所“],“type”:“journal”},“license”:null,“licence_id”:null,“version”:nully,“is_accepted”:false,“is_published”:false}],“best_oa_location”:nul,“sustainable_development_goals”:[],“grants”:[],“datasets”:【】,“versions”:[】,“referenced_works_count”:44,“referenced_works“:[”https://openalex.org/W1536747925","https://openalex.org/W1647779468","https://openalex.org/W1805161355","https://openalex.org/W1870739705","https://openalex.org/W1966823320","https://openalex.org/W1978225880","https://openalex.org/W1995118028","https://openalex.org/W2016953909","https://openalex.org/W2017267454","https://openalex.org/W2031668712","https://openalex.org/W2047003682","https://openalex.org/W2075312110","https://openalex.org/W2076786489","https://openalex.org/W2079858007","https://openalex.org/W2080004947","https://openalex.org/W2089260477","https://openalex.org/W2099072671","https://openalex.org/W2110091418","https://openalex.org/W2117278512","https://openalex.org/W2119028931","https://openalex.org/W2124818620","https://openalex.org/W2127000676","https://openalex.org/W2137381062","https://openalex.org/W2137684147","https://openalex.org/W2137689207","https://openalex.org/W2146612430","https://openalex.org/W2152947540","https://openalex.org/W2289848776","https://openalex.org/W2516170903","https://openalex.org/W2591116267","https://openalex.org/W3022492005","https://openalex.org/W3023101956","https://openalex.org/W3023208721","https://openalex.org/W312124299","https://openalex.org/W3121663574","https://openalex.org/W3121928014","https://openalex.org/W3122010017","https://openalex.org/W3122467650","https://openalex.org/W3122721413","https://openalex.org/W3123005068","https://openalex.org/W3124152630","https://openalex.org/W3124704119","https://openalex.org/W3125469545","https://openalex.org/W3125782198“],”related_works“:[”https://openalex.org/W3125606490","https://openalex.org/W3124716258","https://openalex.org/W2976038681","https://openalex.org/W2386799696","https://openalex.org/W2362822530","https://openalex.org/W2355276924","https://openalex.org/W2354667175","https://openalex.org/W2347976213","https://openalex.org/W1991112490","https://openalex.org/W1504686179“],”ngrams_url“:”https://api.openalex.org/works/W3122888784/ngrams网站“,”“abstract_inverted_index”:{“研究”:[0],“关于”:[1],“权益”:[2],“指数”:[3,95],“期权”:[4],“有”:[5],“显示”:[6],“那”:[7,64],“选项”:[8],“价格”:[9],“系统”:[10],“违反”:[11],“理性”:[12],“定价”:[13],“界限”:[14],2,23,42,72118],“风险规避”:[17],“代表”:[18],“投资者”:[19],“这些“:[20],”结果“:[21],”提高“:[22],”问题“:[24],”of“:[25,41,59,74,83107117],”是否“:[26],”盈利“:[27],”交易“:[28],”可能性“:[29],”存在“:[30],”in“:[31,50,71],”this“:[32,51,84],”市场。“:[33,52],“标准”:[34],“投资组合”:[35,78],“优化”:[36],“做”:[37],“不”:[38],“应用”:[39],“因为”:[40116],“大”:[43103],“出价”:[44],“价差”:[45],“和”:[46,77],“低”:[47],“引号”:[48120],“大小”:[49],“动机”:[53],“由”:[54],“这些”:[55],“复杂性”,:[56],“a”:[57],“系统”:[58,85],“线性”:[60],“不等式”:[61],“是“:[62,86],”开发“:[63],”完全“:[65],”特征“:[66],”全部“:[67],”风险“:[68],”套利“:[69],”机会“:[70],”存在“:[73],”交易“:[75],”成本“:[76],”限制。“:[79],”The“:[80],”practical“:[81],”use“:[82],”illustrated“:[87],”with“:88],”an“:[89],”application“:[90],”to“:[91100],”front-month“:[92],”S&P500“:[93],”stock“:[94],”options。“:[96],“小规模”:[97],“投资组合”:[98],“看起来”:[99],“生产”:[101],“令人惊讶”:[102],“异常”:[104],“回报”:[105],“出局”:[106],“样本;“:[108],“跑赢大市”:[109],“然而,”:[110],“似乎”:[111],“难以捉摸”:[112],“机构”:[114],“投资者”:[115],“有限”:[119],“规模”:[121],“可能”:[122],“反映”:[123],“数据”:[124],“限制”。“:[125]},”cited_by_api_url“:”https://api.openalex.org/works?filter=cites:W3122888784“,”“counts_by_year”:[{“年份”:2023,”“cited_by_count”:3},{“年度”:2022,”“cited_by_cunt”:3G},}“年份“:2021,”“cited_by-count”“:1},”{“年”:2020,”“引用_by_contount”