Modern portfolio theory

 

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Modern portfolio theory

Principals underlying the analysis and evaluation of rational portfolio choices based on risk-return trade-offs and efficient diversification.



Modern portfolio theory

Similar Matches

Portfolio

Portfolio

The entirety of the financial assets (and usually also liabilities) that an economic agent or group of agents owns.


Portfolio flow

Portfolio flow

The sale or purchase of financial assets across countries.


Diversified portfolio

Diversified portfolio

A portfolio that includes a variety of assets whose prices are not likely all to change together. In international economics, this usually means holding assets denominated in different currencies.


Feasible set of portfolios

Feasible set of portfolios

The collection of all feasible portfolios.


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 capital
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protected portfolio
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