Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.

从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。

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New method of evaluating the hedge performance which adopted the integrated index of mean, variance and low partial moments of the returns of the hedging portfolio was proposed.

本文提出了采用套保组合收益率的均值、方差和半方差作为综合衡量套保绩效指标的新方法。

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According to the principle of finance engineering, we can design a zero - coupon bond to any given stock. We use the stock and the mentioned zero? Coupon bond to construct a hedging portfolio.

对于任意给定的一只股票，根据金融工程学的基本原理，我们在一定条件下能求解出一个零息票债券，并用上述的股票和零息票债券构建一个避险组合去规避风险。

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Even with alternative investments and other portfolio hedging techniques, bonds are a traditional asset class that can play a useful role in diversifying a portfolio and mitigating risk in any market environment.

FORBES: Not All Bonds Are Created Equal - A Cautionary Tale for Retiree Investors

Because they are cheap to own and trade, they make for a fairly good, simple alternative for portfolio hedging.

FORBES: Profiting From Fear With Exchange-Traded VIX Notes

Traders were using a new kind of hedging strategy called portfolio insurance, which involved linking stock prices to the futures index.

NPR: Black Monday: A Bad Day Led to Many Changes