Corporate Finance 2011
Vernimmen.net HomeAccueil Site mapPlan du site ContactContact
Search the site
The book The Vernimmen letter Tools Glossary Resources Test yourself Questions and comments Visitor's book
Definition of Replicating portfolio - Finance dictionary

Replicating portfolio (See Chapter 24 of the Vernimmen)

Replicating portfolio is a portfolio of Assets for which changes in Value match those of a target asset. The technique of replicating portfolio is widely used for finding the Arbitrage opportunities in the Market or to price the complex instruments.

Replicating portfolio (See Chapter 24 of the Vernimmen)

Replicating portfolio is a portfolio of Assets for which changes in Value match those of a target asset. The technique of replicating portfolio is widely used for finding the Arbitrage opportunities in the Market or to price the complex instruments.

See all terms in the dictionary of finance

To know more about it, look at what we have already written on this subject :
             You get more than just a glossary on www.vernimmen.com:
- A monthly newsletter with over 60,000 subscribers
- 610,000 financial data for over 16,000 groups
- A 279-question quiz with answers
- A text book that has sold 130,000 copies
- And all the rest

To find other words in the dictionary of finance, click on the first letter of the word you are looking for:

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Definitions of terms begining with the same letter as "Replicating portfolio" :

R&D
RCF
REIT
RFP
RM
RMBS
RNAV
ROCE
ROE
Rally
Range note
Ratchet effect
Rate of discount
Rate of return
Rate tunnel
Rating
Rating agency
Rating outlook
Raw material prices risk
Raw materials
Re-characterisation
Re-rating
Re-regulation
Real Estate Investment Trust
Real options
Realised gain
Realised loss
Realised rate
Recapitalisation
Receivables
Receiver
Receivership
Recommended offer
Recoverable value
 Recurrent items
Recurring items
Red Herring
Redemption
Reevaluation
Reference rate
Refinancing
Registered bond
Regulation
Regulatory changes
Regulatory risk
Reinsurance company
Relationship Manager
Relative value ratio
Rendez-vous clause
Repayment by equal instalments
Repayment by tranches (or series)
Repayment in fine
Replacement cost
Replenishment
Replicating portfolio
Repo, repurchase agreement
Representations and warranties
Reps and warranties
Repurchase agreement
Request For Proposal
Required rate of return
Requirements in working capital
Rescheduling
Research and development costs, R&D
Reserve stock split
Reserved capital increase
Residential Mortgage-Backed Securities
Residual value
 Resistance level
Restated net asset value, RNAV
Restrictive covenant
Restructuring charges
Restructuring provisions
Retail investor
Retail public offering
Retained Cash Flow
Retained earnings
Retainer
Return
Return on capital employed, ROCE
Return on investment
Revaluation
Revenue bonds
Revenues
Reverse flex
Reverse repo
Reverse takeover
Revolving credit
Right of approval
Right of first refusal
Rights issue
Risk
Risk of a fraud
Risk of default
Risk of illiquidity
Risk premium
Risk-free assets
Risk-free rate
Risk/return ratio
Roadshow
Rule 144A
Run-rate

Replicating portfolio (See Chapter 24 of the Vernimmen)

Replicating portfolio is a portfolio of Assets for which changes in Value match those of a target asset. The technique of replicating portfolio is widely used for finding the Arbitrage opportunities in the Market or to price the complex instruments.

THE VERNIMMEN

What is the Vernimmen?

Order the third edition

>> Order it


The Vernimmen in French

The Vernimmen in French

>> Order it


The Vernimmen on Ipad

The Vernimmen on Ipad

>> Order it


Dividends (0)
Cap Increase (1)
Financial Analysis (2)
WACC (3)
CAPM (4)
Corporate Governance (5)
Capital Structure (6)
M and A (7)
IPO (8)
Bankruptcy (9)
Working Cap (10)
Bonds (11)
Value Creation (12)
Valuing Companies (13)
IFRS (14)
Behavioural Finance (15)

WP Cumulus Flash tag cloud by Roy Tanck requires Flash Player 9 or better.
Legal mention - Contact - Site map