underlying portfolio

См. также в других словарях:

• portfolio theory — A branch of financial economics associated with Harry M. Markowitz (born 1927) that analyzes the *diversification of *risk through the holding of a *portfolio of investments. A major assumption underlying portfolio theory is that investors are… …   Auditor's dictionary

• Portfolio Insurance — Eine Wertsicherungsstrategie, auch Absicherungsstrategie oder Portfolio Insurance genannt, soll den Kapitalanleger mittels spezieller Finanzinstrumente und anderer Maßnahmen gegen ungünstige Entwicklungen auf den Wertpapiermärkten (Marktrisiken)… …   Deutsch Wikipedia

• Portfolio Runoff — A decrease in the assets of a mortgage backed securities portfolio due to the prepayment of the securities held in that portfolio. It is risk these portfolios face, which can lead to pre payment risk and that usually forces the fund to reinvest… …   Investment dictionary

• portfolio insurance — A strategy using a leveraged portfolio in the underlying stock to create a synthetic put option. The strategy s goal is to ensure that the value of the portfolio does not fall below a certain level. Bloomberg Financial Dictionary Method that… …   Financial and business terms

• Portfolio insurance — A strategy using a leveraged portfolio in the underlying stock to create a synthetic put option. The strategy s goal is to ensure that the value of the portfolio does not fall below a certain level. The New York Times Financial Glossary …   Financial and business terms

• Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

• Constant 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… …   Wikipedia

• Defined Portfolio — An investment trust that invests in a predefined portfolio of bonds and/or stocks that have been professionally selected by the company. Similar to some classes of mutual funds, these trusts are closed ended and are not actively managed. The… …   Investment dictionary

• Active portfolio strategy — A strategy that uses available information and forecasting techniques to seek a better performance than a portfolio that is simply diversified broadly. Related: passive portfolio strategy Actuals The physical commodity underlying a futures… …   Financial and business terms

• Modern portfolio theory — Principles underlying the analysis and evaluation of rational portfolio choices based on risk return trade offs and efficient diversification. The New York Times Financial Glossary …   Financial and business terms

• modern portfolio theory — principals underlying the analysis and evaluation of rational portfolio choices based on risk return trade offs and efficient diversification. Bloomberg Financial Dictionary …   Financial and business terms