Portfolio theorySee: Modern portfolio theory.
Factor portfolioFactor 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.
Portfolio internal rate of returnPortfolio 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.
Passive portfolioPassive portfolio
A market index portfolio.
Replicating portfolioReplicating portfolio
A portfolio constructed to match an index or benchmark.
Tilted portfolioTilted portfolio
An indexing strategy that is linked to active management through the emphasis of a particular industry sector, selected performance factors such as earnings momentum, dividend yield, price-earnings ratio, or selected economic factors such as interest rates and inflation.
Further SuggestionsComplete portfolio
Foreign portfolio investment
Excess return on the market portfolio
Zero investment portfolio
Select ten portfolio
Portfolio turnover rate
Portfolio opportunity set
Feasible set of portfolios
Modern portfolio theory
Passive portfolio strategy
Structured portfolio strategy