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Passive portfolio strategy |
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Passive 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.Passive portfolio strategy Similar MatchesWell diversified portfolioWell diversified portfolioA portfolio that includes a variety of securities so that the weight of any security is small. The risk of a well-diversified portfolio closely approximates the systematic risk of the overall market, and the unsystematic risk of each security has been diversified out of the portfolio. Portfolio investmentPortfolio investmentThe acquisition of portfolio capital. Usually refers to such transactions across national borders and/or across currencies. Structured 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. 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. Select ten portfolioSelect ten portfolioA unit investment trust that buys and holds for one year the ten stocks in the Dow Jones Industrial Average with the highest dividend yields. Further SuggestionsDuplicative portfolioInefficient portfolio Portfolio internal rate of return Portfolio capital Portfolio Portfolio Complete portfolio Levered portfolio Portfolio turnover rate Factor portfolio portfolio Feasible set of portfolios Portfolio theory Portfolio flow Zero investment portfolio Characteristic portfolio Minimum variance portfolio Normal portfolio Portfolio approach Passive portfolio Foreign portfolio investment Tilted portfolio Diversified portfolio Portfolio variance protected portfolio |
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