1個回答
Wendy助教
2018-04-18 18:02
該回答已被題主采納
同學(xué)你好
One-variable regression hedge一元回歸對沖
Two-variable regression hedge二元回歸對沖
Principal components hedge主成分對沖
這個在《Empirical Approaches to Risk Metrics and Hedges》章節(jié)中有講
