Hedged portfolio

0.01 sec.

Hedged portfolio

A 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.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		References in periodicals archive	?		Financial browser	?		Full browser	?
No references found			Arbitrage Pricing of Hedged Portfolio Portfolio [omega] isn't hedging against exchange risk. Exchange rate and risk premium conversion on interest rate markets by Sahut, Jean-Michel; Mili, Medhi / International Journal of Business A perfectly hedged portfolio - that is, one in which all financial risk is neutralized - would naturally have no uncertainty and translate to the VAR being a single value without any range in value (i. Technology for risk-based pricing and management by Winkler, Kevin / Mortgage Banking The change in fair value attributable to the hedged risk for each individual item in a hedged portfolio must be expected to respond in a generally proportionate manner to the overall change in fair value of the aggregate portfolio attributable to the hedged risk. Official Releases by Journal of Accountancy			Heath-Jarrow-Morton Model Heating Degree Day Heating Oil Heavily Indebted Poor Countries Heavy Heavy Crude heavy industry Heavy Lift Heavy Lift Charge Heavy Lift Vessel Heavy Market Heavy Share Heavy Share Price Heavy Users Heavy-Up hectare Hedge Hedge Against Inflation Hedge Clause Hedge Fund Hedge Fund Alert hedge margin Hedge quality Hedge Ratio Hedge Wrapper Hedged portfolio Hedged Position Hedged Tender Hedger Hedgie Hedging Hedging Demand Hedging demands Hedging Effectiveness Hedonic Damages Heikatsu Hou Heikin Kaikisei heir Heirloom heirs and assigns Hejaz Riyal Held Held at the Opening Held order Held to maturity Held-to-Maturity Securities Hell or High Water Contract Hell-or-high-water contract Hellenic Export Promotion Organization Helms-Burton Act Help Wanted Advertising			hedge violet Hedge Woundwort Hedge wrapper Hedge Wrappers Hedge writer Hedge, Frederic Henry Hedge-bote Hedge-mustard hedge-school Hedge-sparrow Hedge-warbler Hedgeborn Hedgebote hedged hedged hedged hedged hedged Hedged Against Inflation hedged bets hedged bets hedged bets hedged bets Hedged Fund Hedged Fund Hedged Fund Hedged Funds Hedged Funds Hedged Funds Hedged Income Portfolio Review Hedged portfolio Hedged Position Hedged Positions Hedged tender Hedged Tenders hedgefund hedgefund hedgefund Hedgefunds Hedgefunds Hedgefunds hedgehog hedgehog hedgehog Hedgehog cacti hedgehog cactus hedgehog cactuses hedgehog cactuses hedgehog cactuses Hedgehog caterpillar hedgehog cereus Hedgehog fish hedgehog fleas hedgehog fleas hedgehog fleas Hedgehog Gene hedgehog grass hedgehog grass hedgehog grass Hedgehog Protein Hedgehog Protein

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.