Starting from CAPM (CapitalAssetsPricingModel) 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。
2
The model set up at the Marcovize asset allocation theory and the Sharp capital asset pricing theory and based on the use of the assets of groups and theoretical analysis.