| 远期汇率与风险规避和国际组合投资 |
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| 引用本文： | 朱春富,倪.远期汇率与风险规避和国际组合投资[J].科技情报开发与经济,2002,12(6):62-64. |
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| 作者姓名： | 朱春富 倪 |
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| 作者单位： | 上海交通大学安泰管理学院,上海,200052 |
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| 摘 要： | 介绍了远期汇率在跨国公司风险规避和国际组合投资方面的应用,分别从应付方和应收方分析了在跨国公司风险规避方面购买远期汇率套期保值的成本,并提出了购买远期汇率套期保值的预期实际成本与概率的关系,分别从理论和实证两个方面介绍了在国际组合投资方面远期汇率可以大大提高国际组合投资的风险价格,即收益风险比。
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| 关 键 词： | 远期汇率 跨国公司 国际组合投资 风险规避 套期保值 |
| 文章编号： | 1005-6033(2002)06-0062-03 |
| 修稿时间： | 2002年6月10日 |
Forward Rate / Risk Evasion and International Groupage Investment |
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| ZHU Chun-fu,NI Yang.Forward Rate / Risk Evasion and International Groupage Investment[J].Sci-Tech Information Development & Economy,2002,12(6):62-64. |
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| Authors: | ZHU Chun-fu NI Yang |
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| Abstract: | This paper introduces the important application of forward rate in aspects of risk evasion and international groupage investment of transnational corporation, analyses the cost of purchasing the hedging of forward rate in aspect of risk evasion of transnational corporation from angles of the payer and the receiver respectively, puts forward the relation between the expected/actual cost and the probability of purchasing the hedging of forward rate, and introduces theoretically and demonstratively that the forward rate can greatly increase the risk price of international groupage investment, ratio of income and risk, in aspect of international groupage investment. |
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| Keywords: | forward rate transnational corporation international groupage investment hedging |
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