minimum-variance hedge ratio Finance Definition
The minimum number of options or futures
contracts needed to hedge a position in the cash market to prevent the least
change in the total hedged position.
Browse dictionary entries near minimum-variance hedge ratio
- ‹ minimum point of entry
- ‹ minimum contacts
- ‹ minimum cell rate
- ‹ minimum bid repo rate
- ‹ minimum
- ‹ minimize
- ‹ minimill
- ‹ minimax
- ‹ minimalize
- ‹ minimalism
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