规避股市系统性风险:股票指数期货的套期保值  

Avoiding stock system risk:stock index future’s hedge

作　　者：赵汕[1] 

机构地区：[1]北京广播电视大学财经教学部,北京100102

出　　处：《特区经济》2008年第11期113-115,共3页Special Zone Economy

摘　　要：随着我国股票市场发展规模的不断扩大,股票市场的投资风险也在加大,如何合理防范或者减少股票市场由于股价波动而给投资者或融资者带来的风险与损失已是摆在我们面前的重要课题。对于无法通过股票投资组合加以消除的系统性风险,我们可以通过股指期货的多头或空头套期保值功能来减少或加以防范。With the durative development of scale in China＇s stock market the investment risk is badly increasing. How to avoid or decrease risks or losses to investors or financing resulted from stock index fluctuation has been facing us seriously as an important task. System risks that can not be eliminated in stock investment portfolio way can be decreased or evaded by means of long hedging or short hedging of stock index futures

关 键 词：股票指数期货 套期保值 空头套期保值 多头套期像值 

分 类 号：F832.51[经济管理—金融学]