The others and the fourth part proves subject theory to Empirical Study and Hedging Effect on the Stock Index Futures.
2
导出新的套期保值率及其相应的套期保值总风险，空头套期保值风险和多头套期保值风险。
We get new hedging ratios, total risk of hedging, short hedging risk and long hedging risk.
3
对期货市场组合套期保值策略和保值风险进行了分析，给出组合套期保值率的最小二乘估计和保值风险的估计。
In this paper, by the analyses about the strategy of the combination hedge in futures markets and its risk, we get least squares estimation of the hedge ratio and its risk.
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