1.
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
2.
Recent Developments in Futures Hedging;
期货套期保值理论及模型的研究进展
3.
The effect of the cointegration relationship on futures hedge strategy;
协整关系对期货套期保值策略的影响
4.
On Basal Theory of Multiperiod Rolling Hedge in Futures Market;
期货市场多阶段展期套期保值的基本理论探讨
5.
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
6.
Research on the Oil Futures Hedging Ratio;
石油期货套期保值套期比选取的研究
7.
Futures Hedge Ratio under Co-Integration Relationship:an Empirical Study;
协整关系对期货套期保值率影响的实证研究
8.
Future hedge decision support system based on neural network;
基于神经网络的期货套期保值决策支持系统
9.
Realistic Significance and Basic Tasks of Developing the Business of Hedge in Securities Market under A New Era
新时期期货市场开展套期保值业务的现实意义与基本任务
10.
A Mean--VaR Framework for Hedging with Options;
利用期权进行套期保值的均值——VaR模型
11.
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
12.
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
13.
Optimal Hedge Ratio and the Performance of Hedging: an Empirical Analyzing of Hedging about Copper Futures of SFE in China;
套期保值比率与套期保值的效绩——上海期铜合约的套期保值实证分析
14.
Modified Black-Scholes Formula and Dynamic Hedging Strategy;
修正的Black-Scholes期权定价及套期保值
15.
The Hedging of Index Futures Considering the Exchange Rate;
考虑汇率因素下股指期货的套期保值
16.
The Research on the ETF Hedge on Stock Index Futures;
股指期货与ETF进行套期保值的研究
17.
On Risk Aversion,Disappointment Aversion and Futures Hedging;
风险厌恶、失望厌恶和期货套期保值
18.
Hedging Index Futures with Cash Settlement Price Setting;
现金结算价与股指期货套期保值决策