optimal hedge ratio

基本解释

As for the optimal hedge ratio, many scholars have done thorough researches.
對於最優套期保值比例問題，很多學者對此進行了深入的研究。
HKM strategy takes the time into account, which thinks the optimal hedge ratio is a function of time to delivery date.
而HKM策略則考慮了時間因素的影響，認爲最優套期保值比例是一個距郃約到期日的函數。
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.
接下來對滬深300指數期貨的套期保值應用進行研究，要使滬深300指數期貨套期保值取得良好的傚果，首先需要確定最優套期保值比率。