1.
Analysis on Hedging Efficiency Evaluation Model Based on Investors' Utility
基于投资者效用的套保效率评价模型研究
2.
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
3.
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
4.
Effectiveness of hedging via interest-rate swaps in China: An empirical study;
中国利率互换套期保值有效性实证研究
5.
Investigation on Optimal Hedging Ratio and Performance of Fuel Futures in SHFE in China;
中国燃料油期货的套期保值比率与绩效研究
6.
An Empirical Analysis on the Hedging Proportion and the Efficiency of Shanghai Copper Future
基于沪铜期货的套期保值比率与效率比较的实证分析
7.
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
8.
Investigation on Optimal Hedging Ratio and Performance of Long Horizon Futures Contract in SHFE AL Futures Market in China;
中国铝期货的长期限合约套期保值比率与绩效研究
9.
Utility indifference pricing and hedging to stochastic volatility model;
随机波动率模型的效用无差别定价和套期保值策略
10.
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
11.
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
12.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值
13.
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
14.
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
15.
Measuring Method of Interest Risk and Hedging Strategy of Bonds;
债券的利率风险测度及套期保值策略
16.
A Study on Time-varying Hedgeing Ratios of Mutiple Oil Futures
多石油期货的时变套期保值比率研究
17.
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
18.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率