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.
"minimum-variance hedge ratio." YourDictionary, n.d. Web. 11 October 2018. <http://www.yourdictionary.com/minimum-variance-hedge-ratio>.
minimum-variance hedge ratio. (n.d.). Retrieved October 11th, 2018, from http://www.yourdictionary.com/minimum-variance-hedge-ratio
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