Modern portfolio theory


 

Home
Site Map
Add Term
Search
About Us
Contributors

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.


Factor portfolio

Factor portfolio

A well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors.


Characteristic portfolio

Characteristic portfolio

A portfolio which efficiently represents a particular asset characteristic. For a given characteristic, it is the minimum risk portfolio, with portfolio characteristic equal to 1. For example, the characteristic portfolio of asset betas is the benchmark. It is the minimum risk beta = 1 portfolio.


Portfolio approach

Portfolio approach

An 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.


Further Suggestions

Complete portfolio
Well diversified portfolio
Diversified portfolio
Hedged portfolio
Portfolio investment
Excess return on the market portfolio
Portfolio theory
Portfolio variance
Passive portfolio
Select ten portfolio
Portfolio internal rate of return
Portfolio turnover rate
Replicating portfolio
protected portfolio
Feasible set of portfolios
Structured portfolio strategy
Passive portfolio strategy
Duplicative portfolio
Zero investment portfolio
Portfolio opportunity set
portfolio
Tilted portfolio
Normal portfolio
Portfolio
Portfolio capital


 
All rights Reserved. Do not copy without permission. T4 Innovations Ltd