查询词典 hedging

Our analysis shows that it is important to have a reasonable yardstick to assess the relative merits of competing models. Based on the viewpoint of a hedger, we recommend the hedging error to be the loss function in judging out-of-sample performance.

我们的分析显示用一个合理的评价标准去衡量不同模型间相对优点是相当重要的，基於避险者的角度，我们建议使用避险误差作为损失函数来评定样本外的绩效。

The probability of the great loss is controlled by the right deflection distributing of hedging returns. then the great loss risk of hedger is avoided.

通过偏度约束控制了当收益分布向右偏斜时的重大损失发生的概率，解决了套保者遭受重大损失的问题。

The optimal model of hedging based on the partial moments reflects the asymmetric attitudes on the loss and gain of the hedger.The model changes the phenomenon of the present research assumption that attitudes on the loss and gain of the hedger is symmetry.

偏矩套期保值优化模型反映了套保者对赢得和损失的非对称态度，改变了现有研究大多认为套保者对赢得和损失的态度是对称的不合理的现状。

using the returns variance minimum of hedging as objective function,using positive profit skenewss as constraint of serious loss'probability,the constraints of hedger serious loss optimal model is set up.

摘 要：以套期保值收益率的最小方差为目标函数，以收益率偏度大于等于零控制套保者遭受重大损失发生的概率，建立了基于重大损失控制的套期保值优化模型。

At the same time, the optimal hedge ratio is derived and analysised theorictically. This leads to the disadvantage of existing model blindly pursuing risk-minimizing and ignoring the hedger's expected return being settled, and provides a futures hedging strategy for hedger.

并从理论上推导和分析了最优套期保值比率，解决了现有模型的一味追求风险最小化而忽略套期保值者期望收益率和交易成本的不足，为套期保值提供了一种优化策略。

Considering transaction cost, Hedger's attitude to risk, variance of foreign exchange rate , with Von Neumann Morgenstern utility function and Bernoulli principle, this paper analyses optimal hedging of the foreign exchange risk during the import/export with forward/future contracts, and the influence of the above mentioned factors on the optimal hedge rate.

本文在前人研究基础上，考虑交易费用，决策人对风险的态度，汇率相对风险大小等因素，用Von Neumann- Morgenstern效用函数和 Bernoulli决策法则建立了研究利用远期/期货和约做外汇套期保值问题的一般模型，然后具体分析了一种典型情况下的最优套期保值率的性质。

But I believe that he was simply hedging.

但我相信他是单纯的对冲。

We're not in the business of hedging currencies.

我们并不是在做对冲货币的业务。

And it's a method of hedging both sides in the transaction.

它实际上是一种对冲交易的方法。

The application of Hedging is an effective method.

应用套期保值是一种有效方法。

They weren't aggressive, but I yelled and threw a rock in their direction to get them off the trail and away from me, just in case.

他们没有侵略性，但我大喊，并在他们的方向扔石头让他们过的线索，远离我，以防万一。

In slot 2 in your bag put wrapping paper, quantity does not matter in this case.

在你的书包里槽2把包装纸、数量无关紧要。