|
|
Factor portfolio |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
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 MatchesStructured portfolio strategyStructured portfolio strategyDesigning a portfolio to achieve a level of performance that matches some predetermined liabilities that must be paid out in the future. Normal portfolioNormal portfolioA customized benchmark that includes all the securities from which a manager normally chooses, weighted as the manager would weight them in a portfolio. Passive portfolioPassive portfolioA market index portfolio. Feasible set of portfoliosFeasible set of portfoliosThe collection of all feasible portfolios. Portfolio theoryPortfolio theorySee: Modern portfolio theory. Further Suggestionsprotected portfolioForeign portfolio investment Complete portfolio Passive portfolio strategy Portfolio opportunity set Portfolio approach Zero investment portfolio Portfolio Excess return on the market portfolio Modern portfolio theory Inefficient portfolio Portfolio Portfolio flow Portfolio turnover rate Well diversified portfolio Portfolio capital Portfolio internal rate of return Hedged portfolio Select ten portfolio portfolio Levered portfolio Duplicative portfolio Characteristic portfolio Replicating portfolio Tilted portfolio |
|
|
|