portfolio asset allocation

portfolio asset allocation
The distribution, by type of asset, of a portfolio's holdings. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Asset allocation — is a term used to refer to how an investor distributes his or her investments among various classes of investment vehicles (e.g., stocks and bonds). A large part of financial planning is finding an asset allocation that is appropriate for a given …   Wikipedia

  • Asset-Allocation — Die asset allocation (englisch) bzw. Anlageaufteilung oder Portfolio Strukturierung von Geldanlagen bezeichnet die Art der Aufteilung (Diversifikation) des angelegten Vermögens auf verschiedene Anlageklassen wie z. B. Anleihen, Aktien, Immobilien …   Deutsch Wikipedia

  • Asset Allocation — Die asset allocation (englisch) bzw. Anlageaufteilung oder Portfolio Strukturierung ist die Aufteilung (Diversifikation) eines angelegten Vermögens auf verschiedene Anlageklassen wie z. B. Anleihen, Aktien, Immobilien und Währungen.… …   Deutsch Wikipedia

  • Asset Allocation — An investment strategy that aims to balance risk and reward by apportioning a portfolio s assets according to an individual s goals, risk tolerance and investment horizon. The three main asset classes equities, fixed income, and cash and… …   Investment dictionary

  • Asset Allocation Fund — A mutual fund that provides investors with a portfolio of a fixed or variable mix of the three main asset classes stocks, bonds and cash equivalents in a variety of securities. Some asset allocation funds maintain a specific proportion of asset… …   Investment dictionary

  • Dynamic asset allocation — is a strategy used by investment products such as hedge funds, mutual funds, credit derivatives, index funds, principal protected notes (also known as guaranteed linked notes) and other structured investment products to achieve exposure to… …   Wikipedia

  • Dynamic Asset Allocation — A portfolio management strategy that involves rebalancing a portfolio so as to bring the asset mix back to its long term target. Such rebalancing would generally involve reducing positions in the best performing asset class, while adding to… …   Investment dictionary

  • Strategic Asset Allocation — A portfolio strategy that involves periodically rebalancing the portfolio in order to maintain a long term goal for asset allocation. At the inception of the portfolio, a base policy mix is established based on expected returns. Because the value …   Investment dictionary

  • Tactical Asset Allocation — ( TAA) portfolio strategy that allows active departures from the normal asset mix according to specified objective measures of value. Often called active management. It involves forecasting asset returns, volatilities ( volatility), and… …   Financial and business terms

  • Dynamic asset allocation — An asset allocation strategy in which the asset mix is mechanistically shifted in response to changing market conditions, as in a portfolio insurance strategy, for example. The New York Times Financial Glossary …   Financial and business terms

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