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.

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由于资本资产定价模型不能运用，本论文接着试图通过找到一个适用于我国的度量系统风险的有效指标的方法来计算资本成本。

Since the CAPM model can't be used, the paper then tries to determine capital cost by find out an appropriate index to measure the risk of system of our country.

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采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。

The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.

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