hedge a portfolio
11Perfekter Hedge — Der Begriff Kurssicherung oder Hedgegeschäft (kurz Hedging; von engl. to hedge [hɛdʒ], „absichern“) bezeichnet ein Finanzgeschäft zur Absicherung einer Transaktion gegen Risiken wie beispielsweise Wechselkursschwankungen oder Veränderungen in den …
12Macro-Hedge — An investment technique used to eliminate the risk of a portfolio of assets. In most cases, this would mean taking a position that offsets the whole portfolio. But this technique is difficult in practice because there is rarely one asset that… …
13Reverse Hedge — ist eine Optionsstrategie, bei welcher man Wertpapiere und Optionen verbindet. Sie sind charakterisiert dadurch, dass sie den Basiswert (Underlying, bsp. eine Aktie) short haben und dazu entweder Calls long oder Puts short einsetzen. Ein Hedge… …
14Constant proportion portfolio insurance — (CPPI) is a capital guarantee derivative security that embeds a dynamic trading strategy in order to provide participation to the performance of a certain underlying asset. See also dynamic asset allocation. The intuition behind CPPI was adopted… …
15Market portfolio — is a portfolio consisting of a weighted sum of every asset in the market, with weights in the proportions that they exist in the market, with the necessary assumption that these assets are infinitely divisible.[1] Richard Roll s critique… …
16Micro-Hedge — An investment technique used to eliminate the risk of a single asset. In most cases, this means taking an offsetting position in that single asset. If this asset is part of a larger portfolio, the hedge will eliminate the risk of the one asset… …
17Perfect Hedge — A position undertaken by an investor that would eliminate the risk of an existing position, or a position that eliminates all market risk from a portfolio. In order to be a perfect hedge, a position would need to have a 100% inverse correlation… …
18Replicating portfolio — In the valuation of a life insurance company, the actuary considers a series of future uncertain cashflows (including incoming premiums and outgoing claims, for example) and attempts to put a value on these cashflows. There are many ways of… …
19De-hedge — The process of closing out positions that were originally put in place to act as a hedge in one s portfolio. De hedging involves going back into the marketplace and closing out hedged positions, which were previously taken to limit an investor s… …
20Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value …
