portfolio expected return

portfolio expected return
A weighted average of individual assets' expected returns. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Expected shortfall — (ES) is a risk measure, a concept used in finance (and more specifically in the field of financial risk measurement) to evaluate the market risk or credit risk of a portfolio. It is an alternative to value at risk that is more sensitive to the… …   Wikipedia

  • Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

  • Portfolio (finance) — In finance, a portfolio is an appropriate mix of or collection of investments held by an institution or a private individual. Holding a portfolio is part of an investment and risk limiting strategy called diversification. By owning several assets …   Wikipedia

  • portfolio theory — The theory that rational investors are averse to taking increased risk unless they are compensated by an adequate increase in expected return. The theory also assumes that for any given expected return, most rational investors will prefer a lower …   Accounting dictionary

  • portfolio theory — The theory developed by H. M. Markowitz that rational investors are averse to taking increased risk unless they are compensated by an adequate increase in expected return. The theory also assumes that for any given expected return, most rational… …   Big dictionary of business and management

  • portfolio theory — A branch of financial economics associated with Harry M. Markowitz (born 1927) that analyzes the *diversification of *risk through the holding of a *portfolio of investments. A major assumption underlying portfolio theory is that investors are… …   Auditor's dictionary

  • portfolio risk — The risk that an actual *return on an investment (or on a *port folio of investments) differs from an expected return. See *portfolio theory …   Auditor's dictionary

  • Portfolio opportunity set — The expected return/standard deviation pairs of all portfolios that can be constructed from a given set of assets. The New York Times Financial Glossary …   Financial and business terms

  • portfolio opportunity set — The expected return/ standard deviation pairs of all portfolios that can be constructed from a given set of assets. Bloomberg Financial Dictionary …   Financial and business terms

  • Return on equity — (ROE) measures the rate of return on the ownership interest (shareholders equity) of the common stock owners. It measures a firm s efficiency at generating profits from every unit of shareholders equity (also known as net assets or assets minus… …   Wikipedia

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