| 局部风险最小套期保值理论研究综述 |
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| 引用本文： | 王春发,胡乃翔. 局部风险最小套期保值理论研究综述[J]. 湖南财经高等专科学校学报, 2010, 26(4): 44-47 |
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| 作者姓名： | 王春发 胡乃翔 |
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| 作者单位： | 浙江财经学院,金融学院,浙江,杭州,310018 |
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| 摘 要： | 局部风险最小套期保值理论发展至今已经有20余年时间了,它已经成为不完全金融市场条件下定价和套期保值的流行准则。首先简要介绍局部风险最小套期保值理论的基本原理,然后对最新的研究成果进行分类评述,最后对现有研究的局限性进行分析,并展望了局部风险最小套期保值研究的发展方向。
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| 关 键 词： | 局部风险最小 套期保值 不完全金融市场 文献综述 |
The Reviews on Minimum Partial Risk Hedge Theory |
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| WANG Chun-fa,HU Nai-xiang. The Reviews on Minimum Partial Risk Hedge Theory[J]. Journal of Hunan Financial and Economic College, 2010, 26(4): 44-47 |
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| Authors: | WANG Chun-fa HU Nai-xiang |
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| Affiliation: | (College of Finance Zhejiang University of Finance and Economics,Hangzhou Zhejiang 310018) |
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| Abstract: | Minimum partial risk hedge theory has been discussed for twenty years,and it has become the acceptable principle for price-setting and hedge.This paper conducts a review on the development of minimum partial risk hedge theory.It firstly introduces the rationale,comments on the current research,analyses the drawbacks and predicts its development direction. |
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| Keywords: | （partial） Minimum risk hedge incomplete financial market review |
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