HomeDefinitionsCompareDebt Hedged portfolioThe financial definition for Hedged portfolio: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 risk-free interest rate. Similar MatchesCharacteristic portfolioCharacteristic portfolioA portfolio which efficiently represents a particular asset characteristic. For a given characteristic, it is the minimum risk portfolio, with portfolio characteristic equal to 1. For example, the characteristic portfolio of asset betas is the benchmark. It is the minimum risk beta = 1 portfolio. Complete portfolioComplete portfolioThe entire portfolio, including risky and risk-free assets. Duplicative portfolioDuplicative portfolioMainly applies to derivative products. Basket of stocks that imitates the price movement of another set of securities (e.g., S&P 500 index). Further SuggestionsExcess return on the market portfolioFactor portfolio Feasible set of portfolios Inefficient portfolio Levered portfolio Minimum variance portfolio Modern portfolio theory Click to compare definitions of Hedged portfolio Click to view definitions beginning he |