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。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
目前我国推出股票指数期货的条件已基本成熟，但在推出股票指数期货后，如何防范风险却不容忽视。
At present, premises for extrusion of stock index futures have matured, however, how to prevent from risks after the extrusion is not allowed to ignore.
股票指数期货是一项用以对冲股票投资系统风险，对现货资产进行套期保值的衍生金融工具。
Stock Index Futures is a derivative financial facility for hedging the systemic risk of investment and the current assets.
为了降低套期保值交易的基点差风险，本文提出了利用多种股票指数期货对股票组合进行复合套期保值的策略，并给出了套期保值成本相同和限制套期保值成本两种情况下的套期保值率公式。
To reduce the basis risk, this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted.
股票指数期货交易对股市的影响主要有：期货交易能降低股市系统风险；
The impact of stock index future on Chinese stock market is about:avoiding the system risk;
股票指数期货交易对股市的影响主要有：期货交易能降低股市系统风险；
The impact of stock index future on Chinese stock market is about:avoiding the system risk;
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