Assume investors are absolute risk averter, and it is their aim to minimize its risk, and get hedge ratio under it.

  • 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。

  • 互联网摘选 2025-01-19 23:22:08

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