| 期货套期保值最大概率与最小风险分析 |
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| 引用本文： | 林孝贵.期货套期保值最大概率与最小风险分析[J].数学的实践与认识,2004,34(5):24-29. |
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| 作者姓名： | 林孝贵 |
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| 作者单位： | 广西工学院管理工程系,广西,柳州,545006 |
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| 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 .
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| 关 键 词： | 期货市场 套期保值 最大概率 最小风险 |
| 修稿时间： | 2002年2月26日 |
An Analysis of Maximum Probability and Minimum Risk about Futures Hedging |
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| LIN Xiao-gui.An Analysis of Maximum Probability and Minimum Risk about Futures Hedging[J].Mathematics in Practice and Theory,2004,34(5):24-29. |
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| Authors: | LIN Xiao-gui |
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| Abstract: | 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. |
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| Keywords: | futures market hedge maximum probability minimum risk |
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