The assumption that investors are absolute risk aversion, its value is designed to minimize the risks, which can be minimum variance under the hedging rate.
假定投资者是绝对的风险厌恶者,其保值的目的是为了将风险最小化,由此可以得到最小方差下的套期保值比率。
The assumption that investors are absolute risk aversion, its value is designed to minimize the risks, which can be minimum variance under the hedging rate.
假定投资者是绝对的风险厌恶者,其保值的目的是为了将风险最小化,由此可以得到最小方差下的套期保值比率。
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