According to the situation in Chinese future market, we use metal future contracts to estimate OHRs with the strategies mentioned above. Different methods are compared with each other in their performance of variance-reduction.
根据国内期货市场的实际情况,本文对四种套期保值策略在中国金属期货市场进行了实证研究,并比较各种策略的有效性。
参考来源 - 期货最优套期保值策略在中国金属期货市场的实证研究·2,447,543篇论文数据,部分数据来源于NoteExpress
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