關(guān)于中國指數(shù)期貨標(biāo)的的探討.pdf

1、復(fù)旦大學(xué)碩士學(xué)位論文關(guān)于中國指數(shù)期貨標(biāo)的的探討姓名：王南申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：工商管理指導(dǎo)教師：葉耀華2002.4.2899M276于南戈丁rflIq指數(shù)期貨標(biāo)的的探討Sum[]arYThefastdeveloPmeFltofChinesesecuritiesmarketandinstitutionalinvestorsrequiresstoekindexfutures，whichisrelativelyriPefinancialt0

2、01sinwesternsecuritiesmarketsInvestorsdemandtousestockindexfuturestoavoidsystematicriskofseeuFitiesmarketButtheindiceswhatweareusingnowareunsuitabletobetheunderlYirlgindexforindexfuturesSohowtodesignasuitableunderlYingin

3、dexisthepri[]arytaskofrunningindexfuturesHowtodesigntheobjectiveoneisreal1YahotProblemindomesticsecuritiesmarketthatlotsofresearchersareparticipatinginIntheartic1ethecuFrentsitHationofworldwideindexfuturesisintroducedThe

4、objectivityofappearingofindexfuturesiSaffir[]edAndthroughpointingoutthefundamentaleffectsoftheunderlvingindex，theexistingindicesareprovedtobenotadequatetobetheunderlYingindexAtlastofthistext，throughpositiveresearch，onetr

5、ainofthoughtofdesigningunderlyingindexisgiven，whichespeciallYreducetheimpactoDindexoftheGuestiontothestate—ownedstockofthePresentstageofChinesesecHritiesmarketItisProposedtogoonandreduceirlthefor[]ofETFSinorderto1ightens

6、tate—ownedsrockreduceeffecttoindexinfluencethatfuturesrtlnafterThecharactelisticofthisartic1e1iesinkeepingclosewiththepresentstageofchinesesecuritiesmarketTherelativefocusquestionisstudiedAndtheconclusionofthearticIeisme