1.
Optimal Hedging Ratio of Stock Index Futures:An Empirical Study Based on CSI300 Futures;
股指期货的最优套期保值率实证研究——基于沪深300指数期货仿真交易视角
2.
Estimation of Optimal Hedging Ratios Based on Co-integration Method;
基于协整的最优套期保值比率的估计
3.
Modeling of Optimal Dynamic Hedging of Exchange Rate Risk;
最优动态汇率风险套期保值模型研究
4.
An Empirical Study on Optimal Hedge Ratio and Hedging Performance on Crude Oil Futures;
石油期货最优套期保值比率及套期保值绩效的实证研究
5.
Research on the Optimal Hedge Ratio of Fuel Oil Futures in China;
中国燃料油期货最优套期保值比率研究
6.
The Empirical Analysis of Optimal Hedge Rate of csi300;
沪深300指数期货最优套期保值比率实证分析
7.
Evaluation of Optimal Hedging Ratios of CSI300 Index Futures;
沪深300指数期货最优套期保值比率的估计
8.
Futures Optimal Hedge Ratio Model Based on CVaR and Its Application
基于CVaR的期货最优套期保值比率模型及应用
9.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值
10.
Optimal Hedging Ratios of Copper Futures in China:Evaluation & Comparison;
中国铜期货最优套期保值比率估计及其比较研究
11.
Improved method for calculating optimal hedge ratio of freight index future;
运价指数期货最优套期保值比率计算方法的改进
12.
Empirical Research on Optimal Hedging Ratio of China's Soybean Futures Market
中国大豆期货市场最优套期保值比率的实证研究
13.
The Evaluation and Comparison Research of Dynamic Optimal Hedging Ratios Based on Modified ECM-GARCH;
基于修正的ECM-GARCH模型的动态最优套期保值比率估计及比较研究
14.
Empirical Performance of Alternative Optimal Hedge Ratio Models-Based on the Chinese Market
基于中国市场的最优套期保值比率模型绩效实证检验
15.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
16.
A Study of Chnese Stock Index Future Hedge Strategy and Optimal Hedge Ratio;
我国股指期货套期保值策略及最佳套期保值率研究
17.
An Analysis of Maximum Probability and Minimum Risk about Futures Hedging;
期货套期保值最大概率与最小风险分析
18.
Once Hedge Strategy,Dual Hedge Strategy and Contribution Rate;
一重套期保值、二重套期保值和贡献率