Excess return on the market portfolio

Excess return on the market portfolio
The difference between the return on the market portfolio and the riskless rate. The New York Times Financial Glossary

Financial and business terms. 2012.

Игры ⚽ Нужно решить контрольную?

Look at other dictionaries:

  • excess return on the market portfolio — Difference between the return on the market portfolio and the riskless rate. Bloomberg Financial Dictionary …   Financial and business terms

  • 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

  • Excess Returns — Investment returns from a security or portfolio that exceed a benchmark or index with a similar level of risk. It is widely used as a measure of the value added by the portfolio or investment manager, or the manager s ability to beat the market.… …   Investment dictionary

  • The Gores Group — Industry Private Equity Founded 1987 Founder(s) Alec Gores, Chairman CEO …   Wikipedia

  • money market — the short term trade in money, as in the sale and purchase of bonds and certificates. [1925 30] * * * Set of institutions, conventions, and practices whose aim is to facilitate the lending and borrowing of money on a short term basis. The money… …   Universalium

  • Economy of the Republic of Ireland — The economy of the Republic of Ireland is modern and trade dependent with growth averaging a 7% per annum in 1995 ndash;2007. Agriculture, once the most important sector, is now dwarfed by industry, which accounts for 46% of GDP, about 80% of… …   Wikipedia

  • Energy policy of the United States — The energy policy of the United States is determined by federal, state and local public entities in the United States, which address issues of energy production, distribution, and consumption, such as building codes and gas mileage standards.… …   Wikipedia

  • Efficient-market hypothesis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Private equity in the 21st century — relates to one of the major periods in the history of private equity and venture capital. Within the broader private equity industry, two distinct sub industries, leveraged buyouts and venture capital experienced growth along parallel although… …   Wikipedia

  • Post-modern portfolio theory — [The earliest citation of the term Post Modern Portfolio Theory in the literature appears in 1993 in the article Post Modern Portfolio Theory Comes of Age by Brian M. Rom and Kathleen W. Ferguson, published in The Journal of Investing, Winter,… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”