|
|
Market Neutral |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Market NeutralIn the context of hedge funds, a style of management that has long and short equity exposure with nearly exposure on average to fluctuations in the market. However, the on average qualification is important. The risk of the longs and the shorts could fluctuate through time leading to negative returns when the market falls sharply.Market Neutral Similar MatchesNeutral hedgeNeutral hedgeHedge that is expected to yield a dollar-neutral result of the combined position, regardless of price change in any part of the hedge securities. For any convertible trading at a premium, this ratio is less than 100%. The higher the convertible premium, the lower a ratio must be to be neutral. See: Delta. Neutral periodNeutral periodIn the Euromarket, a period over which Eurodollars are sold is said to be neutral if it does not start or end on either a Friday or the day before a holiday. Delta neutralDelta neutralA position where the sum of the deltas of the component legs adds up to 0. Tax neutralityTax neutralityCharacteristic that taxes do not interfere with the natural flow of capital toward its most productive use. Risk neutralRisk neutralInsensitive to risk. Further SuggestionsHarrod neutralNeutral stock Hicks-neutral Solow neutral neutral Delta neutral Neutral |
|
|
|