Home >  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 0

ผู้สร้าง

  • Jessehe
  •  (V.I.P) 32013 points
  • 40.13% positive feedback
© 2024 CSOFT International, Ltd.