index hedge 中文意思是什麼
index hedge
解釋
指數套利-
With an estimated 80, 000 short contracts held amongst these hedge funds, he said that for every thousand - point fall in the stock market index, they stood to profit hk 4 billion
他指出這些對沖基金持有約萬張淡倉合約，股市指數每下跌，點，它們就賺得億港元。 -
The multi - aptitude body uncertain composed methods are used to deal with the historical data and forecast ways in which the minimum variance hedge ratio is calculated synthetically ， in order to foster calculational reliability of the minimum variance hedge ratio in hedging of stock index futures the mathematical hedging model which is consists of
本文利用多智能體系統不確定性結論合成方法（ mabm ） ，將股票指數期貨套期保值最小風險保值比率計算的歷史數據分析法和預測法進行了綜合處理，進而提高股指期貨最小風險保值比率的可靠性。基於資本資產的定價模型建立由 -
To reduce the basis risk, this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted. this paper analyses the investments of pension fund from 9 - 6 - 2003 to 7 - 10 - 2003, then it demonstrates the stock portfolio of pension found by the goal program model
為了降低套期保值交易的基點差風險，本文提出了利用多種股票指數期貨對股票組合進行復合套期保值的策略，並給出了套期保值成本相同和限制套期保值成本兩種情況下的套期保值率公式。 -
Beta is used to determine the number of contracts required to hedge with stock index futures or futures options
貝塔用來決定用股指期貨或期貨期權套利保值所需的合約量。 -
Chapter four control the stock investment risk, aims at the different types of risks discussed above, has constructed a systematic scheme to control the investment risk effectively. firstly, it utilizes basic analytic approach, the technological analytic approach and index system of the risk measurement to control individual stock ' s unsystematic risks in minimum ; secondly, it uses modern investment theory to dispel the unsystematic risks through combination investment. finally, our country should introduce the stock price index futures and so on in good time, utilize stock price index futures to hedge the stock portfolio and control the systematic risks of the stock portfolio, thus can finally realize the effective systematic controls on stock investment
第四章「證券投資風險的控制」 ，針對前面討論的不同種類的風險，構造k碩士學位論文物篇夕m引皿』 s 」 l 」 i壓引s一了個有效控制投資風險的系統方案：首先，利用基本分析法、技術分析法和風險度量指標體系，將單個證券的非系統性風險控制在最小；其次，利用現代投資理論，通過組合投資來消除非系統性風險；最後，我國應適時推出股票指數期貨等衍生余融工具，利用股指期貨對證券組合進行套期保值，就能控制證券組合的系統性風險，最終實現對證券投資風險的有效系統控制。 -
Ubs said the index, called the ubs - gwi, will allow investors most affected by the uncertainty of climate change to hedge their exposure to weather and to diversify their portfolios with an alternative asset class
瑞士銀行表示，此名為ubs - gwi的指數可以使受天氣的不確定性影響的投資者規避天氣風險，同時以相關資產類別將投資組合多元化。 -
Because the component of stock index is not fully the same as the stock portfolio of pension found, there is much basis risk when one stock index futures is used to hedge
因為構成股票指數的成分資產與股票組合的資產不完全相同，單一的股票指數期貨與股票組合的相關性不是很強，從而導致套期保值交易具有較大的基點差風險。
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