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Factor portfolio |
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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.Factor portfolio Similar MatchesInefficient 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. PortfolioPortfolioA group of investments held by an institution or individual.The process of choosing which investments go into a portfolio is known as portfolio management or 'asset allocation', and decisions are based on:whether the investment objective is income, growth or a balance of the twohow much risk the investor is prepared to acceptwhat the time horizons of the investor areBased on the answers to these questions (and others) the portfolio manager decides how to allocate funds between different classes of investment (bonds, shares, property), how to diversify between sectors, countries and shares, how much cash to hold, and when to make changes in the composition of the portfolio. If you are managing your own portfolio of investments, exactly the same considerations apply. Foreign portfolio investmentForeign portfolio investmentPortfolio investment across national borders and/or across currencies. Portfolio investmentPortfolio investmentThe acquisition of portfolio capital. Usually refers to such transactions across national borders and/or across currencies. Select ten portfolioSelect ten portfolioA unit investment trust that buys and holds for one year the ten stocks in the Dow Jones Industrial Average with the highest dividend yields. Further SuggestionsCharacteristic portfolioStructured portfolio strategy Levered portfolio Minimum variance portfolio Portfolio approach Portfolio turnover rate Duplicative portfolio Passive portfolio Well diversified portfolio Portfolio Excess return on the market portfolio Passive portfolio strategy Tilted portfolio Portfolio variance Hedged portfolio Normal portfolio Portfolio opportunity set Portfolio Feasible set of portfolios Replicating portfolio Portfolio capital Zero investment portfolio Portfolio internal rate of return protected portfolio Portfolio flow |
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