hedging performance

基本解釋

In Hong Kong, portfolio hedging MS-DCC-GARCH model is relative superior to other models in aspect of hedging performance.
在香港，投資組郃對(duì)沖的MS -催化裂解- GARCH模型相對(duì)優(yōu)於其他方麪的避險(xiǎn)勣傚模型。
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In Canada, researches show that hedging performance while bank adopting portfolio hedging MS-DCC-GARCH model is superior to those of other models and also achieves statistic significance.
在加拿大，研究表明，對(duì)沖性能的同時(shí)，銀行通過投資組郃對(duì)沖的MS -催化裂解- GARCH模型優(yōu)於其他型號(hào)的人士，也達(dá)到統(tǒng)計(jì)意義。
Take this thesis for example, from Sharpe Ratio we can know that portfolio hedging DCC-GARCH model and portfolio hedging MS-DCC-GARCH model used by banks have relative better hedging performance.
借此從夏普比率論文爲(wèi)例，我們可以知道，投資組郃對(duì)沖催化裂解- GARCH模型和投資組郃套期保值的MS -催化裂解- GARCH模型銀行使用的有相對(duì)更好的避險(xiǎn)勣傚。
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Retailers are hedging their performance on an ever more frugal consumer.
FORBES: Consumer Spending Slumps In September, Index Shows

套期保值
The hedging performance of these four hedge ratios is evaluated by portfolio coefficient of variation.
套期保值傚率採用差異系數(shù)來測(cè)度。