“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	mean vector mean velocity mean wavelength mean wind Meara vocabulary acquisition model mear infrared remote control device mear solar year measles measles vaccine measles virus measurability measurable measurable cardinal measurable cardinal number measurable cascade measurable decomposition measurable dynamical system measurable envelope measurable event measurable field measurable flow measurable function measurable function space measurable group action measurable hull

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