摘要
本文从期货交易所的角度提出了套期保值有效性的表示方法,即用期货交易所提供的套期保值服务与理想的服务之间的差距表示。并且这种差距可分为系统部分(交易所可控部分)和随机部分(交易所不可控部分)。
In this article,a new measure of hedging efficiency is described, namely the measure expresses the distance between the hedging service provided by the futures exchange and the perfect hedge. This distance is divided into a systematic part, which can be managed by the futures exchange, and a random part, which is beyond for the futures exchange.
出处
《预测》
CSSCI
2002年第6期54-57,53,共5页
Forecasting
