...套期保值绩效；garch（1,1）模型 [gap=769]acial project and risk management; hushen300 stock index futures; hedging ratio; hedging performance; garch(1,1)model ..
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hedging ratio and performance 套期保值比率与绩效
The hedging performance of these four hedge ratios is evaluated by portfolio coefficient of variation.
套期保值效率采用差异系数来测度。
参考来源 - 商品期货最优套期保值比估计及比较研究·2,447,543篇论文数据，部分数据来源于NoteExpress
Moreover, bank could adjust hedging ratio on the basis of different market conditions and thereby enjoys better hedging performance.
此外，银行可以调整套期保值的比例不同的市场条件的基础上，从而拥有更避险绩效。
Therefore, from Table 11 we know that bank enjoys better hedging performance while using portfolio hedging MS-DCC-GARCH model but not others.
因此，从表11我们知道，银行享有更好的性能，同时利用组合套期保值对冲的MS -催化裂解- GARCH模型而不是其他人。
Therefore, separate hedging used by bank will militate against operation performance.
因此，单独使用避险将不利于银行经营业绩。
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