“minimum variance hedge ratio”的概念、定义、翻译、参考文献-科学参考

单词	minimum variance hedge ratio
释义	minimum variance hedge ratio Encyclopedia 理学证券组合前沿释 minimum variance hedge ratio最小方差对冲比率对冲比率为持有期货头寸数量与现货头寸数量的比率。当期货标的资产与现货资产相同时，对冲策略的最佳选择是对冲比率为1。但是，当期货标的资产不同于现货资产时，对冲比率为1的选择就不是最佳的。此时，最佳的选择是使被对冲后头寸价格变化的方差达到最小。
随便看	Illustrated Annals of the Western Regions Illustrated Annotations to Poems Selected from "Selected Literary Works" Illustrated Book of the Li People in Hainan Island Illustrated Book on Coastal Defense Illustrated Catalogue of Antiquities illustrated classic Illustrated Classic of Materia Medica Illustrated Collection of Ancient Metal and Stone Articles Illustrated Collection of Ancient Metal and Stone Aticles Illustrated Descriptions of Ceramics illustrated dictionary illustrated edition Illustrated Family Magazine Illustrated Gazetteer of the Countries Overseas Illustrated History of Chinese Literature Illustrated Local Records of Xinjiang Province Illustrated Novel Magazine Illustrated Pharmacopoeia illustrating one's personality by describing the appearance illustration Illustration and Binding Committee under China Artists Association illustration of radioactive measuring data illustration of textbook Illustration of the Fifteen Feudal States Mentioned in the Book of Odes Illustration Photography

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