1) Minimum Variance Hedge
最小方差套期保值
1.
Research on Minimum Variance Hedge Model on Base of Nonlinear Portfolio;
基于非线性组合的最小方差套期保值模型研究
2) MV hedge ratio
最小方差套期比
3) MVHR
最小方差套保比
4) mean-variance hedging
均值-方差套期保值
1.
In this paper,mean-variance hedging problem for asset prices which are special semimartingales is concerned under the stochastic interest rate.
均值-方差套期保值是套期保值的主要方法之一。
5) Minimum variance strategy
最小套期方差策略
6) optimal hedge ratios
最优套期保值率
1.
With the database of daily Copper futures contracts on Chinese market,optimal hedge ratios are cal- culated applying the ordinary least squares(OLS) regression model,the error-correction model(ECM)and the multivariate Garch model.
运用中国期铜合约数据,计算分析了普通最小二乘回归模型、误差修正模型和多元Garch模型在计算最优套期保值率方面的效果。
补充资料：套期保值
见抵补保值。
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