Cong Sui

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This paper takes the lending rate as the output parameter of DEA and establishes the loan pricing model based on DEA by using the dichotomy to solve the corresponding output parameters under the optimal efficiency of DEA. Its specialties and innovations are as follows. Firstly, the corresponding output parameter of DEA, the lending rate, is determined when(More)
In this paper, Value at Risk of hedging portfolio is adopted to measure the risk of futures hedging. The control constraint based on risk tolerance of hedgers is established. The futures optimal hedge ratio is presented by maximizing the return of hedging portfolio under the control constraint. The contributions of the model are as follows: Firstly that we(More)
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