“最小方差对冲比率”的概念、定义、翻译、参考文献-科学参考

单词	最小方差对冲比率
释义	最小方差对冲比率 Encyclopedia 理学证券组合前沿释 minimum variance hedge ratio最小方差对冲比率对冲比率为持有期货头寸数量与现货头寸数量的比率。当期货标的资产与现货资产相同时，对冲策略的最佳选择是对冲比率为1。但是，当期货标的资产不同于现货资产时，对冲比率为1的选择就不是最佳的。此时，最佳的选择是使被对冲后头寸价格变化的方差达到最小。
随便看	product life cycle product lifecycle assessment product life-cycle management product lifecycle management product lifecycle management, PLM product lifecycle management，PLM product life cycle theory product limit estimator product-limit estimator product line architecture Product line optimization Product Line Pricing product log function product management product manifold product mapping Product/Market Evolution Portfolio Matrix product matrix product measurable set product measurable space product measure product measure space product metric product metric space product modeling

科学参考收录了854744条科技类词条，基本涵盖了常见科技类参考文献及英语词汇的翻译，是科学学习和研究的有利工具。