1.
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
2.
The Research on the Futures Hedging Model Based on Conditional Value at Risk
基于条件风险价值的期货套期保值模型研究
3.
The Research on Futhures Hedging Model Based on Capital Constrain;
基于资金限制的期货套期保值模型研究
4.
Research on Futures Hedging Model Based on Geometric Spectral Measure of Risk;
基于几何谱风险测度的期货套期保值模型研究
5.
Research on the Optimal Hedging Model of Futures Based on Cost of Carry Theory;
基于持有成本理论的期货套期保值模型研究
6.
Nonlinear Portfolio Cross Hedging Model of Multi-futures vs A Single-cash
多种期货对一种现货非线性组合套期保值模型
7.
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
8.
A Mean--VaR Framework for Hedging with Options;
利用期权进行套期保值的均值——VaR模型
9.
Recent Developments in Futures Hedging;
期货套期保值理论及模型的研究进展
10.
Utility Indifference Pricing and Hedging in Heston Model
Heston模型的效用无差别定价和套期保值
11.
A Mean-VaR Framework for Speculating and Hedging with Options;
利用期权进行投机和套期保值的均值——VaR模型
12.
The Research on Futures Hedging Optimal Model and Its Application;
期货套期保值优化决策模型及其应用研究
13.
Study on Futures Hedging Decision-making Model Based on Co-integration Theory;
基于协整理论的期货套期保值决策模型研究
14.
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
15.
The multi-futures hedging decision model based on capital constrain;
基于资金限制的多品种期货套期保值决策模型
16.
The Sharp-ARIMA Futures Hedging Decision Model Based on Capital Constrain;
基于资金限制的Sharp-ARIMA期货套期保值决策模型
17.
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
18.
Based on the Modified Black-Scholes Option Pricing Model of Hedging
基于修正的Black-Scholes期权定价模型的套期保值