Factor portfolioA well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors.
A collection of investments, real and/or financial.
Portfolio approachPortfolio approach
An 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.
Minimum variance portfolioMinimum variance portfolio
The portfolio of risky assets with lowest variance.
Complete portfolioComplete portfolio
The entire portfolio, including risky and risk-free assets.
Well diversified portfolioWell diversified portfolio
A portfolio that includes a variety of securities so that the weight of any security is small. The risk of a well-diversified portfolio closely approximates the systematic risk of the overall market, and the unsystematic risk of each security has been diversified out of the portfolio.
Foreign portfolio investment
Portfolio turnover rate
Select ten portfolio
Passive portfolio strategy
Feasible set of portfolios
Zero investment portfolio
Excess return on the market portfolio
Structured portfolio strategy
Portfolio opportunity set
Modern portfolio theory
Portfolio internal rate of return