采用这种对冲方法,可转移市场风险,仅使对冲者股票组合与市场有关的部分收益暴露于市场风险当中。
When the longest holding period of futures contracts is shorter than the hedging period, the hedger has to use two or more futures contracts overlap to hedging for the spot.解决了因为很难找到与现货价格相关性强的期货品种,而无法有效进行套期保值的问题。
Depending upon a hedger's cash market situation.套期保值者根据自己在现货市场的处境.