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Hedged portfolio |
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Hedged portfolioA portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk-free interest rate.Hedged portfolio Similar MatchesPortfolio turnover ratePortfolio turnover rateFor an investment company, an annualized rate found by dividing the lesser of purchases and sales by the average of portfolio assets. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. Factor portfolioFactor portfolioA well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors. Zero investment portfolioZero investment portfolioA portfolio of zero net value established by buying and shorting component securities, usually in the context of an arbitrage strategy. Portfolio flowPortfolio flowThe sale or purchase of financial assets across countries. Further SuggestionsReplicating portfolioSelect ten portfolio Portfolio Excess return on the market portfolio Portfolio opportunity set Portfolio capital Foreign portfolio investment Portfolio theory Well diversified portfolio Characteristic portfolio Inefficient portfolio Levered portfolio Duplicative portfolio Portfolio Passive portfolio strategy Complete portfolio Portfolio approach Normal portfolio protected portfolio Portfolio variance portfolio Structured portfolio strategy Tilted portfolio Feasible set of portfolios Modern portfolio theory |
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