1.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
2.
Research on Minimum Variance Hedge Model on Base of Nonlinear Portfolio;
基于非线性组合的最小方差套期保值模型研究
3.
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
4.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值
5.
Futures Hedging Model Based on the Smallest Negative Semi-variance;
基于最小负半方差的期货套期保值优化模型
6.
Optimal model of strip-and-roll hedge based on the min-variance
基于最小方差的系列展期套期保值优化模型
7.
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
8.
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
9.
Hedge Ratio of Stock Index Futures Using Wavelet Analysis
股指期货套期保值率的小波分析方法
10.
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
11.
Estimating the Minimum Lower Partial Moment Hedging Ratio by the Mixed Copula Method
最小下偏矩套期保值比率估计研究——基于混合copula方法
12.
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
13.
The Research on the Optimal Futures Hedging Model Based on the Minimum Risk
基于风险最小的期货套期保值优化模型研究
14.
The Minimal Bond Asset of Hedging of Contingent Claims under Transaction Costs;
有交易费的套期保值未定权益的最小债券价值量
15.
Utility Indifference Pricing and Hedging in Heston Model
Heston模型的效用无差别定价和套期保值
16.
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
17.
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
18.
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