Portfolio variance

 

Home
Site Map
Add Term
Search
About Us
Contributors

Portfolio variance

Weighted sum of the covariance and variances of the assets in a portfolio.



Portfolio variance

Similar Matches

Inefficient portfolio

Inefficient 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.


Portfolio

Portfolio

The entirety of the financial assets (and usually also liabilities) that an economic agent or group of agents owns.


Minimum variance portfolio

Minimum variance portfolio

The portfolio of risky assets with lowest variance.


Duplicative portfolio

Duplicative 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 theory

Portfolio theory

See: Modern portfolio theory.


Further Suggestions

Portfolio investment
Feasible 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


 
All rights Reserved. Do not copy without permission.