The NIST study called for a smarter strategy of using building design for safety.

NIST lists three service models: Software, Platform, and Infrastructure.

NIST列出了三种服务模型：软件、平台与基础架构。

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The compare of two security risk assessment methods of NIST and octave

两种安全风险评估方法NIST与OCTAVE的比较研究

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Different calculating hedge ratio model of the optimal hedge ratio is different, and the varies hedge ratio could very seriously influence the effect of hedging.

不同计算套期保值比率模型所得到的最优套期保值比率也是不同的，而套期保值比率的不同由会非常严重的影响套期保值的效果。

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HKM strategy takes the time into account, which thinks the optimal hedge ratio is a function of time to delivery date.

而HKM策略则考虑了时间因素的影响，认为最优套期保值比例是一个距合约到期日的函数。

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Through the use of reasonable hedging model to determine the optimal hedge ratio, can improve the effect of hedging, to avoid market risk.

通过采用合理的套期保值模型来确定最优套期保值比率，有利于提高套期保值的效果，规避市场风险。

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In this paper, we studied the hedge ratio for options, we obtained the hedge ratio formula under the limited loss probability condition.

本文利用概率方法研究了以期权为套期保值工具的套期保值比率，在限定亏损概率条件下我们得出了具体的套期保值比率。

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Optimal Hedge Ratio and the Performance of Hedging: an Empirical Analyzing of Hedging about Copper Futures of SFE in China

套期保值比率与套期保值的效绩&上海期铜合约的套期保值实证分析

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This paper analyzes the financial attributes of futures contracts, demonstration of the hedge ratio should be more rational use of dynamic models.

本文通过分析期货合约的金融属性，论证更加合理的套期保值比率应该采用动态的模型。

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As for the hedging strategy, this thesis mainly discusses its principle, the hedge ratio and the imperfect hedging strategy.

对于套期保值策略，本文主要讨论了套期保值的基本原理、套期保值比率的确定以及不完全的套期保值策略。

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Hedging is a common enterprise risk management strategy, the efficiency of hedging largely depends on the selection of optimal hedge ratio.

套期保值是企业常用的风险管理策略，而套期保值的有效性在很大程度上取决于套期保值比率的选择。

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This article made some relevant statistics on the proceeds sequences under the benchmark hedge ratio and strategy hedge ratio.

文章对基准保值比率和策略保值比率下的收益序列进行了相关统计。

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Determining of the Hedge Ratio for Option Trade When the Underlying Stock Price is a Renewal Jump-Diffusion Process

标的股票价格服从跳跃-扩散过程的期权套期保值率确定

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It concludes that 1 is not the best hedge ratio though it was frequently assumed so.

说明通常假定的套期保值比率为1并非最佳。

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A new process is treated on the basis of C. The Ascertainment of Future Hedge Ratio for Minimum Risk

基于风险最小化的期货套期保值比率的确定

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Minimum variance hedge ratio based on Copula

基于Copula的最小方差套期保值比率

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Second, put transaction costs into the hedge ratio and hedging performance models to make it more practical.

进一步，把交易成本问题纳入求解套期保值比率和套期保值绩效模型，使之更符合套期保值操作实际，使研究成果更有实践指导价值。

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These econometric models are used to estimate the optimal hedge ratio, thus forming different hedging model.

因此学者分别将这些计量经济模型用于估计最优套期保值率，从而得到了不同的套期保值模型。

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Multi-scale analysis on the relationship between stock index futures hedge ratio and hedging horizon

股指期货对冲比率和对冲期限关系的多尺度研究

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As for the optimal hedge ratio, many scholars have done thorough researches.

对于最优套期保值比例问题，很多学者对此进行了深入的研究。

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Empirical Performance of Alternative Optimal Hedge Ratio Models-Based on the Chinese Market

基于中国市场的最优套期保值比率模型绩效实证检验

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