作 者: ;
机构地区: 广西科技大学管理学院
出 处: 《数学的实践与认识》 2004年第5期24-29,共6页
摘 要: 研究套期保值的最大概率和最小风险问题 ,导出最大概率的套期比和最小风险的套期比 ,并且说明它们是一致的 .因此 ,所得到的套期比具有最大概率和最小风险这两大优点 .使投资者用这样的套期比进行套期保值 ,就可以最大概率保证其收益 ,并且使其风险最小 . We study the problems of maximum probability and minimum risk about futures hedging. We get the hedging ratios with maximum probability and minimum risk. And both of them are equal. In this case, the hedging ratios have the advantages of maximum probability and minimum risk. The investor made a hedge strategy with the hedging ratios. The hedge strategy can ensure income, and avoid risks in the hedge.
领 域: [经济管理]