|
|
Minimum variance portfolio |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Minimum variance portfolioThe portfolio of risky assets with lowest variance.Minimum variance 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. Zero investment portfolioZero investment portfolioA portfolio of zero net value established by buying and shorting component securities, usually in the context of an arbitrage strategy. Passive 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. Feasible set of portfoliosFeasible set of portfoliosThe collection of all feasible portfolios. Portfolio opportunity setPortfolio opportunity setThe expected retur../../finance-glossary/standard deviation pairs of all portfolios that can be constructed from a given set of assets. Further SuggestionsExcess return on the market portfolioPortfolio capital Duplicative portfolio Select ten portfolio Tilted portfolio Portfolio protected portfolio Foreign portfolio investment Well diversified portfolio Portfolio approach Replicating portfolio Modern portfolio theory Portfolio turnover rate Portfolio investment portfolio Portfolio internal rate of return Normal portfolio Characteristic portfolio Complete portfolio Portfolio theory Passive portfolio Diversified portfolio Portfolio flow Levered portfolio Factor portfolio |
|
|
|