Factor portfolio

 

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Factor portfolio

A 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

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Portfolio variance

Portfolio variance

Weighted sum of the covariance and variances of the assets in a portfolio.


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The collection of all feasible portfolios.


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A 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.


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