1.
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
2.
Calculation of optimal hedge ratio of stock index futures under time-varying variance;
存在时变方差的股指期货最佳套期保值比率计算
3.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值
4.
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
5.
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
6.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
7.
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
8.
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
9.
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
10.
The Ascertainment of Future Hedge Ratio for Minimum Risk
基于风险最小化的期货套期保值比率的确定
11.
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
12.
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
13.
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
14.
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
15.
Research on MV Hedge Ratio Based on Nonlinear Correlation;
基于非线性相关的最小方差套期保值比率研究
16.
Calculation methods and Empirical Research on the Minimum Risk Hedge Ratio of the Stock Index Futures;
股指期货最小风险套期保值比率计算方法及实证研究
17.
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
18.
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