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Portfolio variance |
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Portfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio.Portfolio variance Similar MatchesDuplicative portfolioDuplicative portfolioMainly applies to derivative products. Basket of stocks that imitates the price movement of another set of securities (e.g., S&P 500 index). 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. Levered portfolioLevered portfolioInvestment at least partially financed by borrowing. Replicating portfolioReplicating portfolioA portfolio constructed to match an index or benchmark. Protected portfolioProtected portfolioA term used by the London Stock Exchange to denote that a transaction was reported as a protected portfolio, or was as a result of a worked principle agreement for a portfolio transaction. Further SuggestionsDiversified portfolioZero investment portfolio Well diversified portfolio Complete portfolio Inefficient portfolio Portfolio flow Portfolio theory Characteristic portfolio Portfolio approach Foreign portfolio investment Portfolio internal rate of return Portfolio capital Portfolio Portfolio Excess return on the market portfolio Minimum variance portfolio Portfolio turnover rate Passive portfolio Passive portfolio strategy Feasible set of portfolios Portfolio opportunity set Hedged portfolio Select ten portfolio portfolio Normal portfolio |
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