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Excess return on the market portfolio |
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Excess return on the market portfolioDifference between the return on the market portfolio and the riskless rate.Excess return on the market portfolio Similar MatchesLevered portfolioLevered portfolioInvestment at least partially financed by borrowing. Inefficient portfolioInefficient portfolioGroup of assets dominated by at least one other portfolio under the mean variance rule. For example, if A has both lower return and higher volatility than B, we say A is dominated by B. Portfolio approachPortfolio approachAn approach to explaining exchange rates that stresses their role in changing the proportions of different currency-denominated assets in portfolios. The exchange rate adjusts to equate these proportions to desired levels. Portfolio investmentPortfolio investmentThe acquisition of portfolio capital. Usually refers to such transactions across national borders and/or across currencies. Hedged portfolioHedged portfolioA portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk-free interest rate. Further SuggestionsZero investment portfolioportfolio Portfolio flow Well diversified portfolio Diversified portfolio Passive portfolio strategy Factor portfolio Characteristic portfolio Structured portfolio strategy Select ten portfolio Normal portfolio Foreign portfolio investment Portfolio opportunity set Passive portfolio protected portfolio Replicating portfolio Modern portfolio theory Complete portfolio Tilted portfolio Portfolio turnover rate Portfolio capital Duplicative portfolio Portfolio Portfolio theory Feasible set of portfolios |
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