Printer Friendly
Dictionary, Encyclopedia and Thesaurus - The Free Dictionary
3,899,473,403 visitors served.
forum Join the Word of the Day Mailing List For webmasters
?
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

Replicating Portfolio
(redirected from Replicating Portfolios)

    Also found in: Wikipedia 0.01 sec.
Replicating portfolio
A portfolio constructed to match an index or benchmark.
Replicating Portfolio
A portfolio that attempts to match, as closely as possible, some benchmark or index. See also: Index fund, Exchange-traded fund.
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?
 
First, the models under consideration are calibrated to the observed cross-sectional vanilla option prices and the resulting models are used to set up replicating portfolios for other options at the same time.
An empirical comparison of option-pricing models in hedging exotic ... by An, Yunbi; Suo, Wulin / Financial Management
Replicating portfolios can also be used to price options, but this discussion will be limited to their hedging properties.
Issues in Hedging Options Positions by NANDI, SAIKAT; WAGGONER, DANIEL F. / Economic Review (Atlanta, Ga.)
These replicating portfolios are not without risk as they aim to forecast future hedge fund behavior with past returns.
Merrill Lynch: The Emergence of Passive Hedge Funds by Business Wire
 
 
 
Financial Dictionary
?

Terms of Use | Privacy policy | Feedback | Advertise with Us | Copyright © 2012 Farlex, Inc.
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.