cross-hedging

基本解釋

How to settle an example of the model is demonstrated and an optimal portfolio of cross hedging is achieved.
運用旋轉(zhuǎn)算法對一個具體的算例進(jìn)行計算，求出了相應(yīng)的最優(yōu)套期保值組合；
A common mathematic cross hedging model is established.The emphasis and steps are explained about how to solve the model by the pivoting algorithm.
摘要建立了復(fù)合套期保值的一般數(shù)學(xué)模型，并探討了用旋轉(zhuǎn)算法求解該模型的要點以及計算步驟；
Cross Hedge The act of hedging ones position by taking an offsetting position in another good with similar price movements.
交叉對沖投資對沖策略,指對價格動向相似的另一種貨品進(jìn)行抵消性的投資。
Pivoting Algorithm for a Cross Hedging Model
復(fù)合套期保值模型的旋轉(zhuǎn)算法
On Guarding against Price Risks through the Use of Cross Hedging
利用交叉套期保值防范價格風(fēng)險