摘要
从期权的特点及影响因素出发,介绍了期权转移风险的机制,提出通过把证券按风险大小进行分类,采取不同的投资组合策略采降低投资风险,提高证券投资组合质量的证券一期权组合假设理论。
The article introduces the mechanism of option how to transfer the invest risk according to the characteristics and factors of the option. Then suggest that we can classify the securities and adopting different invest strategies to decrease the invest risk and improve the quality of securities portfolio.
出处
《经济与管理》
2005年第5期54-56,共3页
Economy and Management
关键词
期权
套期保值
证券组合理论
证券-期权组合假设
option
arbitrage
the securities -portfolio theory
security - opdon portfolio hypothesis
