我国股指期货合约标的物指数的编制研究  

A research on how to draw up the index of subject matter of China's stock index futures

作　　者：孙蕾[1] 刘家国[1] 

机构地区：[1]中南财经政法大学,湖北武汉430064

出　　处：《华东经济管理》2003年第5期105-106,42,共3页East China Economic Management

摘　　要：股指期货交易是证券市场的一个重要工具,我国目前的实际情况要求尽快推出这项交易。本文主要针对合约标的物指数如何进行编制展开详细讨论,并指出可以借助最小方差模型和CAPM模型对不同的股价指数进行评价和优选。The Exchange of Stock Index Future is an important tool at the stock market, the execution of which will be urged to do widely recently according to the special situation of China. This paper mainly talks about how to draw up the index of subject matter of contract, then suggests that the Minimum Variance Model and the CAPM Model could evaluate different stock price indices, and then select the best of them.

关 键 词：股指期货 合约标的物 指数 最小方差模型 CAPM模型 证券市场 中国 编制方法 股票市场 样本股 拉氏指数公式 评价方法 人力资本所有者 

分 类 号：F832.5[经济管理—金融学]