Safety-net return
(redirected from Safety-Net Returns)Safety-net return
The minimum available return that will trigger an immunization strategy in a contingent immunization strategy.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
Safety-Net Return
In an actively-managed portfolio, the minimum return the portfolio must make in order to remain actively managed. If the return falls below this minimum, the portfolio automatically initiates an immunization strategy to reduce the portfolio's risk. The safety-net return is part of a contingent immunization strategy.
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