Minimum variance portfolio

 

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Minimum variance portfolio

The portfolio of risky assets with lowest variance.



Minimum variance portfolio

Similar Matches

Foreign portfolio investment

Foreign portfolio investment

Portfolio investment across national borders and/or across currencies.


Portfolio internal rate of return

Portfolio internal rate of return

The rate of return computed by first determining the cash flows for all the bonds in the portfolio and then finding the interest rate that will make the present value of the cash flows equal to the market value of the portfolio.


Portfolio

Portfolio

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.


Passive portfolio

Passive portfolio

A market index portfolio.


Passive portfolio strategy

Passive portfolio strategy

A 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.


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Portfolio theory


 
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