Research on Risk Management of Stock Index Futures in China
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摘要: 股指期货,是指以股票市场的价格指数作为标的物的标准化期货合约的交易。文章首先论述了股指期货的原理和发展历史,然后讨论了在资产管理中如何运用股指期货来进行风险管理,并在此基础上提出了我国发展股指期货时的应采取的措施。Abstract: Stock index futures are the standard future contracts based on the stock index. This article first introduces the theory and history of stock index futures, and discusses the risk management measures to stock index futures in asset management. Finally, this article presents some suggestions to the development of stock index futures in China.
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Key words:
- stock index futures /
- short sale /
- hedge /
- arbitrage
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