Replicating portfolio

A portfolio constructed to match an index or benchmark. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • Replicating 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… …   Wikipedia

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  • tracking error — In an indexing strategy, the standard deviation of the difference between the performance of the benchmark and the replicating portfolio. Bloomberg Financial Dictionary Indicator measuring the volatility of the return on a portfolio relative to… …   Financial and business terms

  • Variance swap — A variance swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock… …   Wikipedia

  • Stratified equity indexing — A method of constructing a replicating portfolio in which the stocks in the index are classified into stratum, and each stratum is represented in the portfolio. The New York Times Financial Glossary …   Financial and business terms

  • stratified equity indexing — A method of constructing a replicating portfolio that classifies the stocks in the index into strata, and represents each stratum in the portfolio. Bloomberg Financial Dictionary …   Financial and business terms

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