| 股票组合保险的套期保值 |
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| 引用本文： | 蒋洪浪 俞自由. 股票组合保险的套期保值[J]. 贵州工业大学学报(自然科学版), 1998, 27(6): 1-5 |
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| 作者姓名： | 蒋洪浪 俞自由 |
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| 作者单位： | [1]贵州工业大学 [2]上海财经大学 |
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| 摘 要： | 讨论了期权的风险问题及利用股票指数如何进行套期保值的策略,同时还讨论了利用股票套期保值可实施的条件。
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| 关 键 词： | 股票指数 期权 证券组合理论 套期保值 |
THE HEDGING OF PORTFOLIO INSURANCE |
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| Jiang Honglang Yu Ziyou. THE HEDGING OF PORTFOLIO INSURANCE[J]. Journal of Guizhou University of Technology(Natural Science Edition), 1998, 27(6): 1-5 |
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| Authors: | Jiang Honglang Yu Ziyou |
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| Affiliation: | Shanghai Finance and Economics University Shanghai:200052 |
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| Abstract: | This paper mainly discusses the option risk problem,the strategy used to hedge the portfolio by means of the index put option,and the conditions under which the strategy is adopted. |
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| Keywords: | hedge stock index portfolio option |
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