1) portfolio hedging
投资组合套期保值
1.
In accordance with the evolution of hedging,method of hedging were divided into simple hedging, selective hedging and portfolio hedging by Ederington(1979).
Ederington(1979)按照套期保值方法演进,将套期保值方法分为简单套期保值方法、选择性套期保值方法和投资组合套期保值方法。
2) combination hedge
组合套期保值
1.
An analysis of the efficiency of futures combination hedge;
期货组合套期保值的效率分析
2.
In this paper, we present an optimal solution to the combination hedge under given efficient price of the assets in the hedge, and therefove get its risk We illuminate that the traditional hedge is only a special cas
本文在给定套期保值资产的有效价格下 ,得出组合套期保值的最优解及其相应的套期保值风险 ,并说明传统的套期保值率仅是其中的特殊情况。
3.
For reducing the risk of hedge and enhancing the effect of hedge,we bring forward combination hedge.
为降低套期保值风险,加强套期保值效果,提出了组合套期保值方法,并建立组合套期保值策略模型。
3) Investment combination of spreads
套利投资组合
4) hedge contract
套期保值合同
1.
As an ideal demand side tariff mechanism,the price volatility risk of RTP can be rationally shared among market participants by integrating various RTP-related hedge contracts.
作为一种理想的需求侧电价机制,通过结合与RTP相关的各类套期保值合同,RTP的价格波动风险可以在市场参与者之间合理分摊。
5) portfolio of futures
期货投资组合
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