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Web of Proceedings - Francis Academic Press

Hedging Enterprise Risk and Value Maximization in Volatile Markets

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DOI: 10.25236/ieesasm.2021.074


Keyu Yao

Corresponding Author

Keyu Yao


In the volatile market, any enterprise or industry will encounter all kinds of risks. As a risk machine, financial institutions obtain returns by providing financial services and undertaking all kinds of risks. Compared with other industries, they bear more operational risks. The volatility of the financial market, the aggravation of risks and their serious influence on the company's operation lead to the necessity of risk management. On the basis of analyzing the historical data of CSI 300 Index, this paper calculates the optimal hedging ratio of CSI 300 futures, which is of great significance for financial companies to guard against the risks of securities they hold. This research will further effectively avoid the systematic risks in China's financial market and expand investment ideas and strategies. It also provides reference value maximization for further exploring and optimizing the index environment and investment strategy of China's index investment.


Hedging, Risk management, Hedge, Value maximization