摘要
农产品期货市场中,期货市场的功能体现在期货市场的有效性及套期保值.当利用农产品期货进行套期保值时,可以选择适当替代物进行组合套期保值并算出最优套期保值比率.
In the agricultural futures market, the futures market function is reflected in the effectivenessand hedging. Using the agricultural futures market to go hedging, choosing the appropriate alternative toportfolio hedging and the optimal hedging ratio is worked out.
出处
《哈尔滨师范大学自然科学学报》
CAS
2015年第3期30-33,共4页
Natural Science Journal of Harbin Normal University
基金
黑龙江省自然科目基金资助项目(A201106)
