选择性套期保值
- 网络Selective Hedge;Selective Hedging
选择性套期保值
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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。
In accordance with the evolution of hedging , method of hedging were divided into simple hedging , selective hedging and portfolio hedging by Ederington ( 1979 ) .
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从而使得现货价格偏度系数的大小成为衡量该市场上套期保值者行为中是否具有投机性及该投机性强弱的理想变量,也即当该系数增大时,选择性套期保值增强。
Thus the size of the spot price skewness coefficient is a measure of hedging participation level of the hedger . The revel of selective hedging is rising as the coefficient increasing .