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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 MatchesModern portfolio theoryModern portfolio theoryPrincipals underlying the analysis and evaluation of rational portfolio choices based on risk-return trade-offs and efficient diversification. Portfolio theoryPortfolio theorySee: Modern portfolio theory. 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. Replicating portfolioReplicating portfolioA portfolio constructed to match an index or benchmark. Levered portfolioLevered portfolioInvestment at least partially financed by borrowing. Further SuggestionsPortfolioFeasible set of portfolios Passive portfolio strategy Complete portfolio Diversified portfolio Excess return on the market portfolio Normal portfolio Inefficient portfolio portfolio Portfolio approach Portfolio internal rate of return Well diversified portfolio Portfolio flow Portfolio opportunity set Select ten portfolio Portfolio investment Factor portfolio Passive portfolio Characteristic portfolio protected portfolio Foreign portfolio investment Portfolio Structured portfolio strategy Duplicative portfolio Portfolio turnover rate |
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