And the final result indicates the hedging effectiveness of dynamic stock index futures hedging strategy is better than minimum-variance hedging strategy.
研究结论是,在效用最大化对冲目标的基础上,股指期货动态对冲策略的有效性优于最小方差对冲策略。
And the final result indicates the hedging effectiveness of dynamic stock index futures hedging strategy is better than minimum-variance hedging strategy.
研究结论是,在效用最大化对冲目标的基础上,股指期货动态对冲策略的有效性优于最小方差对冲策略。
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