应该具有较高的套期保值效率和较低的套期保值成本。
Should have higher efficiency and lower hedging costs of hedging.
构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。
Optimal dynamic hedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared.
构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。
Optimal dynamic hedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared.
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