A portfolio that includes a long position in the stock and a long position in the put option on the stock in order to be riskless. It will produce a return that is equivalent of the risk-free interest rate.
Related information about hedged portfolio:
- Hedged portfolio - Financial Dictionary - The Free Dictionary
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 ...
- What is hedged portfolio? definition and meaning
Definition of hedged portfolio: A portfolio that includes a long position in the stock and a long position in the put option on the stock in order to be riskless.
- Hedged portfolio - definition of Hedged portfolio - what does Hedged ...
Hedged portfolio - definition of Hedged portfolio. ADVFN's comprehensive investing glossary. Money word definitions on nearly any aspect of the market.
- Hedged portfolio Definition - NASDAQ.com
Hedged portfolio: read the definition of Hedged portfolio and 8000+ other financial and investing terms in the NASDAQ.com Financial Glossary.
- Delta neutral - Wikipedia, the free encyclopedia
to determine how much of the underlier to buy or sell to create a hedged portfolio. However, when the change in the value of the underlier is not small, the ...
- Portfolio Hedges
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 ...
- MarketSmart 10% Hedged Portfolio | Investors Observer
The MarketSmart 10% Hedged Portfolio posts a series of shorter-term trades each month designed to generate a 10% return that is protected even if the ...
- On Epps Effect and Rebalancing of Hedged Portfolio in Multiple ...
Jan 17, 2012 ... Correlations of financial asset returns play a central role in designing investment portfolios by using Markowitz's modern portfolio theory (MPT).