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Portfolio turnover rate |
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Portfolio turnover rateFor an investment company, an annualized rate found by dividing the lesser of purchases and sales by the average of portfolio assets.Portfolio turnover rate Similar MatchesCharacteristic portfolioCharacteristic portfolioA 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. 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. Hedged portfolioHedged portfolioA portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk-free interest rate. Tilted portfolioTilted portfolioAn 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. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. Further SuggestionsComplete portfolioPassive portfolio strategy Well diversified portfolio protected portfolio Diversified portfolio Factor portfolio Select ten portfolio Portfolio flow Structured portfolio strategy Portfolio approach Portfolio theory portfolio Portfolio Portfolio internal rate of return Portfolio opportunity set Duplicative portfolio Portfolio variance Levered portfolio Feasible set of portfolios Passive portfolio Excess return on the market portfolio Inefficient portfolio Portfolio capital Portfolio investment Portfolio |
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