1) shorts hedging ratio
空头套期比
2) longs hedging ratio
多头套期比
3) buying hedging
空头套期保值
4) hedge ratio
套头比
1.
An analysis of the best hedge ratio with the futures;
期货套期保值的最优套头比分析
5) hedge ratio
套期比率
1.
Nonlinear estimation of the optimal hedge ratio;
最佳套期比率的非线性估计
2.
The method for determining the hedge ratio falls into two categories:one is based on regression technology;another based on average value.
套期比率确定方法可大致分为基于回归技术和基于均值/方差理论的套期比率确定方法两类。
3.
Empirical Research for Hedge Ratio of Share Index Futures;
套期保值的成功与否,取决于能否计算和维持正确的套期保值比率,本文重点介绍了最佳套期保值比率的确定问题,根据风险最小化原则,引入了资本资产模型中的β值进行最佳套期比率的确定,并通过沪深300股指期货仿真交易的实证检验了公式的有效性。
6) Sharp hedging ratio
Sharp套期比
1.
Then paper takes the cash in hand more than the futures hedging capital requirement as the restraints of the Sharp hedging ratios to set up The Sharp—ARIMA futures hedging decision model based on capital constrain.
通过ARIMA时间序列预测期货套期保值的资金需求量,以Sharp套期比模型为目标函数,以套保者的手头资金大于套保资金需求量为约束,建立基于资金限制的Sharp-ARIMA期货套期保值决策模型,解决基于资金限制的单品种期货套期比的确定问题。
补充资料：空头汉
1.犹笨蛋。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条