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Minimum variance portfolio |
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Minimum variance portfolioThe portfolio of risky assets with lowest variance.Minimum variance portfolio Similar MatchesPassive portfolio strategyPassive portfolio strategyA strategy that involves minimal expectational input, and instead relies on diversification to match the performance of some market index. A passive strategy assumes that the marketplace will reflect all available information in the price paid for securities, and therefore, does not attempt to find mispriced securities. Related: Active portfolio strategy. Foreign portfolio investmentForeign portfolio investmentPortfolio investment across national borders and/or across currencies. Portfolio turnover ratePortfolio turnover rateFor an investment company, an annualized rate found by dividing the lesser of purchases and sales by the average of portfolio assets. PortfolioPortfolioA collection of investments, real and/or financial. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. Further SuggestionsDuplicative portfolioCharacteristic portfolio Hedged portfolio protected portfolio Passive portfolio Select ten portfolio Levered portfolio Portfolio opportunity set Excess return on the market portfolio Inefficient portfolio Diversified portfolio Structured portfolio strategy Portfolio flow Portfolio Modern portfolio theory Factor portfolio portfolio Portfolio capital Portfolio theory Tilted portfolio Well diversified portfolio Portfolio internal rate of return Normal portfolio Zero investment portfolio Feasible set of portfolios |
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