optimal hedge ratio

基本解釋

As for the optimal hedge ratio, many scholars have done thorough researches.
對(duì)于最優(yōu)套期保值比例問題，很多學(xué)者對(duì)此進(jìn)行了深入的研究。
HKM strategy takes the time into account, which thinks the optimal hedge ratio is a function of time to delivery date.
而HKM策略則考慮了時(shí)間因素的影響，認(rèn)為最優(yōu)套期保值比例是一個(gè)距合約到期日的函數(shù)。
Next on the Shanghai and Shenzhen 300 Index Futures Applied research, make the Shanghai and Shenzhen 300 index futures to hedge achieve good results, first need to determine the optimal hedge ratio.
接下來對(duì)滬深300指數(shù)期貨的套期保值應(yīng)用進(jìn)行研究，要使滬深300指數(shù)期貨套期保值取得良好的效果，首先需要確定最優(yōu)套期保值比率。