桑同学2019-08-10 21:34:21
A risk analyst observes that an emerging market stock index has hit a new all-time high with a value of 10,000, measured in the emerging market’s currency. The analyst suggests buying futures on the index as a hedge on the firm’s short exposure to this market. 这个对冲策略是不是说已经有一个short头寸,担心价格上升,就要long一个期货?
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Adam2019-08-12 10:11:10
同学你好,是的
short头寸:以固定价格卖、
而市场正上升,short头寸亏损
因此为对冲这个风险,long期货
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