Inicio > Term: stock replacement strategy
stock replacement strategy
A strategy for enhancing a portfolio's return, used when the futures contract is expensive according to its theoretical price. The strategy involves a swap between the futures and a Treasury bill and stock portfolio.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
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Creador
- Jessehe
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(V.I.P) 32013 puntos - 40.13% positive feedback
