套期保值决策

股指期货采用的现金结算价计算方式因市场而异，套期保值决策也应该相应调整。

The cash settlement of index futures is different among differrent countries , so is the decision of hedging .

国际组合债券投资的最优风险分散与套期保值决策方法

Optimal Decision of Risk Diversification and Currency Hedging in International Bond Portfolio Investments APPLICATION OF FOXBASE ￣ + IN BOOKS CURRENCY MANAGEMENT SYSTEM

期货套期保值优化决策模型及其应用研究

The Research on Futures Hedging Optimal Model and Its Application

总之，研究商品期货价格期限结构，不仅能够为套期保值和投资决策提供有价值的参考信息，而且对相关政策制定者宏观经济政策的制定具有一定的启示意义。

In short , the study on the term structure of commodity futures prices can not only provide valuable information for hedging and investment decision but also have great sense for policy makers to make macroeconomic policy .

第三章主要阐述了套期保值者的风险决策机制。

Chapter three focus on the risk-decision mechanism of the hedgers .

采用差异系数σ/μ来衡量套期保值资产组合风险和收益，在交易成本的约束下，建立基于变异系数最小化的期货套期保值优化决策模型。

On the constraint of trade cost , the Optimal Futures Hedging Strategy model is set up under the hedged portfolio 's risk and profit are measured by the difference coefficient σ / μ .