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。
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.
出处
《湖南财经高等专科学校学报》
2010年第4期44-47,共4页
Journal of Hunan Financial and Economic College