最小方差量化 [数] minimum variance quantizing
Through the empirical researches, in the strategy of minimum variance hedging of ETFs product, Hushen 300 index futures has significant effects on hedging function and so realization the goal of hedging strategy that is risk avoiding.
通过实证结果分析,在ETF产品的方差最小化的套期保值策略构造中,沪深300股指期货在含有对冲功能的风险规避方面的效果显著,有效的实现了保值避险的目的。
参考来源 - 基于沪深300指数期货的ETF套期保值研究·2,447,543篇论文数据,部分数据来源于NoteExpress
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.
对组件软件可靠性进行优化工作时,不仅需要最大化其可靠性估计值,同时还要最小化可靠性估计方差以及测试代价。
Optimizing the software components reliability, not only need to maximize the reliability of the estimates, but also need to minimize reliability estimation variance and testing costs.
假定投资者是绝对的风险厌恶者,其保值的目的是将风险最小化,由此得到最小方差下的套期保值比率。
Assume investors are absolute risk averter, and it is their aim to minimize its risk, and get hedge ratio under it.
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