| 期货套期保值的一个非线性M-V模型分析 |
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| 引用本文： | 黄长征 李焕荣. 期货套期保值的一个非线性M-V模型分析[J]. 五邑大学学报(自然科学版), 1997, 11(2): 9-14 |
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| 作者姓名： | 黄长征 李焕荣 |
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| 作者单位： | 五邑大学经济管理系 |
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| 基金项目： | 五邑大学博士科研启动基金 |
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| 摘 要： | 本文对西方期货介理论中常用的线性Ｍ－Ｖ套期保值模型进行了简要评述，并在此基础上提出了一个非线性Ｍ－Ｖ最优套保决策模型，得到了一些有别于线性模型的新的重要结果。
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| 关 键 词： | 期货 套期保值 最优决策 非线性模型 M-V模型 |
An Analysis on the Nonlinear M-V Model of the Futures Hedging |
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| Huang Changzheng Li Huanrong Zhao Pincheng. An Analysis on the Nonlinear M-V Model of the Futures Hedging[J]. Journal of Wuyi University(Natural Science Edition), 1997, 11(2): 9-14 |
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| Authors: | Huang Changzheng Li Huanrong Zhao Pincheng |
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| Affiliation: | Huang Changzheng Li Huanrong Zhao Pincheng |
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| Abstract: | In this paper,the linear M-V hedging model which is usually used in the futures pricing theories is outlined and analyzed,a nonlinear M-V model of the hedging decision making is proposed based on the above analysis.With this model,some important new conclusions different from those of the linear one are obtained. |
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| Keywords: | futures hedge optimal decision making nonlinear model |
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