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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 MatchesPortfolio 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 theoryPortfolio theorySee: Modern portfolio theory. PortfolioPortfolioThe entirety of the financial assets (and usually also liabilities) that an economic agent or group of agents owns. 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. Foreign portfolio investmentForeign portfolio investmentPortfolio investment across national borders and/or across currencies. Further SuggestionsPortfolio turnover rateReplicating portfolio Feasible set of portfolios Portfolio Portfolio variance portfolio Portfolio capital protected portfolio Passive portfolio Minimum variance portfolio Structured portfolio strategy Portfolio opportunity set Diversified portfolio Well diversified portfolio Modern portfolio theory Hedged portfolio Normal portfolio Select ten portfolio Portfolio internal rate of return Portfolio investment Factor portfolio Levered portfolio Characteristic portfolio Passive portfolio strategy Zero investment portfolio |
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