After controlling for endogeneity, we find that market risk is positively related to both the hedge ratio and the income generation ratio.
What does HR stand for?
HR stands for Hedge Ratio
This definition appears frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of HR
We have 67 other meanings of HR in our Acronym Attic
- Healthgate Resources Pty Ltd (Adelaide, SA, Australia)
- Heart Rate
- Heart Rhythm (cardiology)
- Heat Resisting
- Heater Relay
- Heavy Rain
- Heavy Repair
- Heavy Rescue
- Heavy Rigid (vehicle definition)
Samples in periodicals archive:
Shih stated that Nan Shan has adjusted the domestic-to-overseas hedge ratio to keep annual hedge cost under 1% of total cost.
Then the team designed a dynamic asset allocation strategy in which the funded status of the plan can trigger changes to its asset allocation, and the funded status together with the level of interest rates can trigger changes in the plan's interest-rate hedge ratio.
Once the hedge parameters have been established, it automatically executes and continuously monitors, and adjusts back to the target hedge ratio based upon pre-set thresholds.
A hedge ratio (H) may be used to determine the respective quantities of stock and options that will produce this return.
Under the continuous hedging formula in Gerber and Pafumi (2000), the delta hedge ratio will be zero whenever the upgraded fund price is at the guaranteed level.
Notably, the flexibility provided by forward/option hybrids such as range options and participating forwards was not as critical as correctly measuring exposure and calibrating the right hedge ratios.