Chinese translation for "hedging ratio"
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- 对冲比率
Related Translations:
- Example Sentences:
| 1. | Study on time - varying hedge ratios in oil market
石油期货套期保值时变套期比研究 | | 2. | The multi - aptitude body uncertain composed methods are used to deal with the historical data and forecast ways in which the minimum variance hedge ratio is calculated synthetically ， in order to foster calculational reliability of the minimum variance hedge ratio in hedging of stock index futures the mathematical hedging model which is consists of
本文利用多智能体系统不确定性结论合成方法( mabm ) ，将股票指数期货套期保值最小风险保值比率计算的历史数据分析法和预测法进行了综合处理，进而提高股指期货最小风险保值比率的可靠性。基于资本资产的定价模型建立由 | | 3. | Based on the discussion of the hedging strategy , the arbitraging strategy and the speculation strategy , this thesis studies some other important investment strategies , such as portfolio insurance , asset allocation , indexing and spreading strategy . as for the hedging strategy , this thesis mainly discusses its principle , the hedge ratio and the imperfect hedging strategy
本文在论述股指期货的套期保值、套利和投机三大基本交易策略的基础上，探讨了股指期货的其他一些重要的投资策略，如投资组合保险、资产配置、构造指数化投资组合以及图利策略等。 | | 4. | Depicting the dynamic features of the minimum risk hedge ratios with diagonal bekk models which capture the interaction of spot and futures currency markets concludes that hedging does alleviate exchange rate risk , although different hedging strategies rank in hedging effectiveness according to their respective duration
采用对角bekk模型来捕捉货币现货与期货市场的交互影响，从而刻画风险最小化套期比率的动态特征，结果表明，套期保值能减少汇率风险，但具体的套期保值策略的效率高低排序与避险频率相关。 | | 5. | It is hedging transaction that realizes the risk transferring function because the economic logics lies in that futures price is the expectation of the spot price . with the portfolio theory of hedging , the definition of optimal hedge ratio , the standard model of optimal hedge ratio and the effect of hedging are discussed thoroughly
套期保值的经济逻辑在于期货价格是对现货价格的未来预期，本文运用资产组合套期保值理论，对最佳套期保值率概念、最优套期保值率的标准模型、套期保值效果进行了分析。 | | 6. | To reduce the basis risk , this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted . this paper analyses the investments of pension fund from 9 - 6 - 2003 to 7 - 10 - 2003 , then it demonstrates the stock portfolio of pension found by the goal program model
为了降低套期保值交易的基点差风险，本文提出了利用多种股票指数期货对股票组合进行复合套期保值的策略，并给出了套期保值成本相同和限制套期保值成本两种情况下的套期保值率公式。 |
- Similar Words：
- "hedging interest rate risk" Chinese translation, "hedging mechanism" Chinese translation, "hedging of a transaction" Chinese translation, "hedging policy" Chinese translation, "hedging portfolio" Chinese translation, "hedging risk" Chinese translation, "hedging the screen" Chinese translation, "hedging tool" Chinese translation, "hedging transaction" Chinese translation, "hedgingarrangement" Chinese translation
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