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long convexity portfolio (est-ce la convexité du portefeuille long ou acheteur)?

09:48 Feb 15, 2007
English to French translations [PRO]
Bus/Financial - Finance (general) / Asset Management/Alternative Management
English term or phrase: long convexity portfolio (est-ce la convexité du portefeuille long ou acheteur)?
SINGLE STOCK OPTIONS

Theta : 18 bps per week
Main investments : Fortis, SAP, BASF

Again our pure gamma positions had a hard time performing, although we proved able to mitigate the losses through disciplined intra-day hedging; We also produced alpha through pure risk-reward investments (Porsche, BHP BILITON). We keep our long convexity portfolio to benefit from exceptionally cheap risk prices, but we keep looking for opportunities to generate performance in such difficult conditions.
Carpon Olivier
France
Local time: 03:37


Summary of answers provided
4Convexity = Exponential benefits statistical trend in investment graph
Therrien


  

Answers


1 day 22 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5
Convexity = Exponential benefits statistical trend in investment graph


Explanation:
a convexité se rapporte à la tendance de la statistique/du graphique dans le portfolio, pour démontrer/prouver à l'acheteur, etc.

Example sentence(s):
  • Nous gardons un longue convexité dans notre portfolio pour...
  • La convexité de ce graphique est si forte!
Therrien
Canada
Local time: 19:37
Native speaker of: French
PRO pts in category: 4
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