hedge fund

hedge fund的基本解释

-

[经] 套头交易(平衡交易)基金

与hedge fund相关的网络例句 [注：此内容来源于网络，仅供参考]

Center is located at the vortex of the financial crisis in the hedge fund industry suffered heavy losses, at least 350 were out of funds (including hedge funds Peloton Partners in London's size 1.8 billion U.S. dollars of hedge fund ABS Fund, another total Department of the London-based hedge fund MKM Longboat Capital Advisors LLP has no choice but to shut down its 1.5 billion U.S. dollars of the multi-strategy fund).

中心是在对对冲基金行业的金融危机的旋涡中位于损失惨重，至少有350人进行资金（包括对冲基金在伦敦的尺寸1.8亿美元的对冲基金获取和惠益分享基金美元珀莱东伙伴另一位伦敦总部的对冲基金资本顾问威宝朗伯特事务所别无选择，只能关闭其15亿美元的多策略基金）。

In general, this paper includes several parts, shown as the following: The first part summarizes the background and outline of stock index future and introduce briefly its local status and CSI 300 stock index future contract. The second part has a retrospect of the main academic papers of both local or overseas, and also a discussion of relevant hedge strategies and models, to lay a solid theoretical foundation for the empirical analysis and test for the operation process of hedge in latter parts. The third part outlines the principle, key factors and real operation process of hedge. Moreover, it makes a empirical analysis on popular hedge models with HK Hang Seng index. In the end, it test the hedge effect of trading on IF0706, CSI 300 stock index future contract, with CCB select-growth securities fund as present underlying. The fourth and also the last part, explores how to define hedge ratio in china mainland market. It includes the stability test ofβfor local securities portfolio, adjustment of historicalβand best data length for estimation of historicalβ, etc. Also, the thesis makes some beneficial experiments on the definition of best data length for estimation of historicalβ, survey of fashion forβand variation for industryβs. Fortunately, it's got some meaningful results.

按照以上研究思路，本论文论述由以下几个部分构成：第一部分，简要概述股指期货产生的背景和基本情况，对国内股指期货进程和沪深300股指期货合约进行简单介绍；第二部分，回顾海内外股指期货避险研究的主要文献，讨论相关避险策略及避险模型，为后面套期保值策略如何有效运用的实证分析和检验提供理论基础和依据；第三部分，对套期保值的原理、关键因素及实际流程进行概述，并采用香港恒生指数对常用的几种避险模型进行实证分析，最后一揽子以建信优选成长股票型基金为现货标的，实际检验以沪深300股指期货模拟交易IF0706产品进行对冲时的套期保值效果；第四部分，探讨国内确定避险比率的过程，包括国内股票组合β值的稳定性检验、历史β值的修正及估计历史β值的最佳数据长度等，通过数据分析，本文在寻找估计β值的最佳数据长度和考察风格、行业β值的差异上做了较为有益的尝试，并得到了有助于现实操作的结果。

The main reason why American mutual fund is so advanced is that there is the concerted mechanism environment for mutual fund, such as the mature financial market, sufficient investment capital supply, well-developed system of laws and so on. Adopting the specific exponents of Shanghai and Shenzhen Security Market, fund exponent yields, all weekly yields of mutual fund in specific periods, etc., the positive analysis of the coordination of Chinese mutual fund and Security Market demonstrates that this coordination is not ideal generally. On condition that the market characteristic of mutual fund is made clear, mutual fund can develop conceitedly and healthily by developing security market, increasing market efficiency, providing more fund, improving fund management, standardizing relative system of privately offered funds and so on, and optimizing the market environment to develop mutual fund.

美国开放式基金之所以发达，主要原因在于开放式基金具有协调发展的制度环境，如成熟的金融市场、充足的投资资金供给、完善的法律体系等；采用沪、深证券市场特定指数与基金指数收益率，及特定时期内所有开放式基金的周收益率等指标，对我国开放式基金与证券市场的协调性的实证分析发现，二者协调性程度总体上不理想；在明确开放式基金发展的市场过程性质的前提下，通过促进证券市场的成熟、提高市场效率、完善法律、拓宽基金资金供应渠道、完善基金治理结构、规范私募基金发展等配套措施，优化开放式基金发展的市场环境，才能不断促进开放式基金的协调、健康发展。

与hedge fund相关的网络解释 [注：此内容来源于网络，仅供参考]

hedge fund：对冲基金

虽然,"对冲"(hedge)一词已经远远无法涵盖这些投资策略和方法,但大家还都习惯于称这类私募基金为"对冲基金"(hedge fund). 由于采用不同的策略,对冲基金的流动性、风险暴露程度(market exposure)和对经理人的技能要求也不尽相同.

hedge fund：套利基金

它的主要发展战略是:利用具有竞争力的规章制度、低税率和严格的法律来促进民营银行、套利基金(hedge fund)和房地产业的繁荣;另外,新加坡外资获准手续便捷,据GFIA套利基金咨询机构的总裁称,办理一只装饰品套利基金只需24小时即可完成.

hedge fund：对冲基

但对冲基( hedge fund )的绩效却有少表现优. 以瑞士-贷 Tremont 对冲基指公布的资,截至 10 月底为止,今整体对冲基亏损幅- 15.54%,10 月就下跌 6.3%. 并非所有对冲基都巨幅下,其中- 纯粹作空策( Dedicated Short Bias )及管期货( Managed Futures )大成绩都相当抢眼,

hedge fund：对冲基金;套保基金;避险基金

Goodwill amortization 商誉价值摊销 | Hedge Fund 对冲基金;套保基金;避险基金 | Hedging 对冲; 套保

Hedge Fund Basics：对冲基金入门

● Multimedia Messaging Service 用手机发送照片有几贵 | ● Hedge Fund Basics 对冲基金入门 | ● Survey on Revised Textbooks 改版书调查