optimal hedge ratio

基本解释

As for the optimal hedge ratio, many scholars have done thorough researches.
对于最优套期保值比例问题，很多学者对此进行了深入的研究。
HKM strategy takes the time into account, which thinks the optimal hedge ratio is a function of time to delivery date.
而HKM策略则考虑了时间因素的影响，认为最优套期保值比例是一个距合约到期日的函数。
Next on the Shanghai and Shenzhen 300 Index Futures Applied research, make the Shanghai and Shenzhen 300 index futures to hedge achieve good results, first need to determine the optimal hedge ratio.
接下来对沪深300指数期货的套期保值应用进行研究，要使沪深300指数期货套期保值取得良好的效果，首先需要确定最优套期保值比率。