hedging portfolio 中文意思是什麼
hedging portfolio
解釋
對沖組合-
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
本文在論述股指期貨的套期保值、套利和投機三大基本交易策略的基礎上，探討了股指期貨的其他一些重要的投資策略，如投資組合保險、資產配置、構造指數化投資組合以及圖利策略等。 -
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
套期保值的經濟邏輯在於期貨價格是對現貨價格的未來預期，本文運用資產組合套期保值理論，對最佳套期保值率概念、最優套期保值率的標準模型、套期保值效果進行了分析。 -
Chapter one reviews the theoretical literatures, some of which form the corporate irm solid theoretical foundations that involve utility function theory, risk portfolio theory, hedging theory, agency & bankruptcy theory, capm & option pricing theory, and risk society & risk culture theory
論文分析和介紹了包括效用函數理論、風險組合與分散理論、企業套期保值理論等經濟理論;包括markowitz的資產組合理論、資本資產定價模型、期權模型等金融理論;包括代理理論、破產成本理論、企業融資成本理論等財務理論。 -
A portion of the portfolio of financial assets or financial liabilities that share the risk of interest rate of the same hedged ( only applicable to a portfolio of hedging in the fair value of interest rate risk )
（三）分擔同一被套期利率風險的金融資產或金融負債組合的一部分（僅適用於利率風險公允價值組合套期） 。 -
With regard to a fair value hedging of interest rate risk portfolio, the relevant items separately presented in the balance sheet shall, during the period from the adjustment date to the relevant date on which the re - pricing period ends, be amortized based on the effective interest rate re - calculated on the adjustment date
對利率風險組合的公允價值套期，在資產負債表中單列的相關項目，也應當按照調整日重新計算的實際利率在調整日至相關的重新定價期間結束日的期間內攤銷。 -
Arbitrage is a kind of hedging strategy in portfolio investing, as a mean approach to evade future trading risk, it ’ s been world wildly used by all kinds of invest funding and other financial institution. in the matured commodity future markets, the percentage of arbitrage trading in total trading volume is more than 40 %
套利是對沖式資產組合投資策略，作為期貨市場規避風險功能的實現方式之一，在國際上被投資基金和機構廣泛利用，在國外成熟的商品期貨市場中，套利交易占總交易量的40 %以上。 -
Article 13 in the matter of a hedging in fair value of the interest rate risk of a portfolio of financial assets or financial liabilities, an asset or liability denominated in a certain currency ( such as rmb, us dollar or euro dollar ) may be designated as a hedged item
第十三條在金融資產或金融負債組合的利率風險公允價值套期中，可以將某貨幣金額（如人民幣、美元或歐元金額）的資產或負債指定為被套期項目。 -
Tax - efficient portfolio optimization 10 40 ucits constraints supported. specialized hedge fund risk models and analysis - for hedge funds statistical risk models hedging tools for equities, corporate bonds, convertibles, cdss, futures, etfs, options, etc
統計的風險模型與對沖工具，適用於股票企業債券可轉換債券信用違約互換cdss期貨交易所交易基金etfs及期權。 -
For efficient portfolio management, the portfolio of any underlying investments of this fund may acquire financial futures contracts and financial option contracts for hedging purpose, may engage in security lending, enter into repurchase agreements and may invest in other investments to the extent permitted by the mpf schemes regulation
為確保有效率地執行組合管理，此基金旗下任何附屬投資項目可在強積金計劃規例準許的范圍內購入財務期貨合約及財務期權合約以作對沖從事證券借貸訂立回購協議以及投資于其他投資。 -
For efficient portfolio management, the underlying investments under this fund may acquire financial futures contracts and financial option contracts for hedging purpose, engage in security lending, enter into repurchase agreements and may invest in other investments to the extent permitted by the mpf schemes regulation
為確保有效率地執行組合管理，於此基金旗下任何附屬投資項目可在強積金計劃規例準許的范圍內購入財務期貨合約及財務期權合約以作對沖從事證券借貸訂立回購協議以及投資于其他投資。 -
For efficient portfolio management, the portfolio of any underlying apif under this fund may acquire financial futures contracts and financial option contracts for hedging purpose, may engage in security lending, enter into repurchase agreements and may invest in other investments to the extent permitted by the regulation
為確保有效率地執行組合管理，此基金旗下任何附屬核準基金可在規例準許的范圍內購入財務期貨合約及財務期權合約以作對沖從事證券借貸訂立回購協議以及投資于其他投資。
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