首页 > Term: Portfolio restructuring
Portfolio restructuring
Applies to derivative products. Recomposition of a portfolio's asset mix by selling off undesired asset types (equities, debt, or cash) or specific securities within that class, while simultaneously buying desired types or securities. Often a firm is asked to bid on an old portfolio and give an offering of the desired portfolio. See: Program trading.
0
创建者
- Jessehe
- 40.13% positive feedback