Hedged portfolio

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.
References in periodicals archive ?
This is the fifth consecutive year a PowerShares ETF has been recognized with this prestigious award; most recently the PowerShares Multi-Strategy Alternative Portfolio (LALT) was awarded in 2014, and the PowerShares S&P 500 Downside Hedged Portfolio (PHDG) in 2013.
66 One Month Hedged Portfolio Hedge Expected Hedge Portfolio Risk Year Cost Ratio, h Variance Reduction 1990 0.
After deriving the hedged portfolio processes, we construct the hedging model taking both the cost of hedging and the insurers' risk minimization motives into consideration to arrive at a risk-return optimum futures hedge ratio.
Given this hedging strategy, domestic currency return of an investment in foreign hedged portfolio will be:
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.
during a given period and the hedged portfolio frontier
One of the most thought-provoking items a board member might hear is, "We made $10 million on our hedged portfolio last year.
We continue to maintain a hedged portfolio structure and a highly liquid balance sheet.
4) dominates the riskless security and, consequently, x is really a hedged portfolio.
In other words, Speculators Portfolio is the only actively managed hedged portfolio where clients only pay a fee if they have positive returns.
CCMNX is designed to provide investors with hedged income; that is, income and capital preservation by combining a hedged portfolio of dividend-paying equities with investment grade fixed income securities.
January was a tough month for the stock market, reminding investors of the importance of a hedged portfolio," noted George Van, Chairman of VAN.