Portfolio variance 


Home Site Map Add Term Search About Us Contributors 
Portfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio.Portfolio variance Similar MatchesInefficient portfolioInefficient portfolioGroup 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. PortfolioPortfolioThe entirety of the financial assets (and usually also liabilities) that an economic agent or group of agents owns. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. Duplicative 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). Portfolio theoryPortfolio theorySee: Modern portfolio theory. Further SuggestionsPortfolio investmentFeasible set of portfolios Portfolio opportunity set Replicating portfolio Hedged portfolio Portfolio flow Foreign portfolio investment Portfolio turnover rate Excess return on the market portfolio Zero investment portfolio Normal portfolio Portfolio Portfolio capital Select ten portfolio Diversified portfolio Modern portfolio theory Passive portfolio protected portfolio portfolio Factor portfolio Passive portfolio strategy Tilted portfolio Portfolio internal rate of return Portfolio approach Levered portfolio 
