Portfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio.
Inefficient portfolioInefficient portfolio
Group of assets dominated by at least one other portfolio under the mean variance rule. For example, if A has both lower return and higher volatility than B, we say A is dominated by B.
The entirety of the financial assets (and usually also liabilities) that an economic agent or group of agents owns.
Minimum variance portfolioMinimum variance portfolio
The portfolio of risky assets with lowest variance.
Duplicative portfolioDuplicative portfolio
Mainly applies to derivative products. Basket of stocks that imitates the price movement of another set of securities (e.g., S&P 500 index).
Portfolio theoryPortfolio theory
See: Modern portfolio theory.
Further SuggestionsPortfolio investment
Feasible set of portfolios
Portfolio opportunity set
Foreign portfolio investment
Portfolio turnover rate
Excess return on the market portfolio
Zero investment portfolio
Select ten portfolio
Modern portfolio theory
Passive portfolio strategy
Portfolio internal rate of return