统计研究 ›› 2004, Vol. 21 ›› Issue (4): 49-4.

• 论文 • 上一篇    下一篇

指数期货套期保值实证研究——以香港恒生指数期货为例

徐国祥;檀向球   

  1. 上海财经大学;申银万国证券研究所
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2004-04-15 发布日期:2004-04-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2004-04-15 Published:2004-04-15

Abstract: Based on the methods of hedging of Index futures, the paper makes an empjrical study on the hedging of HengSheng index futures and probes into the main risks in the process of the hedging.