Homogenous expectations assumption

Homogenous expectations assumption
An assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios: asset returns, variances, and covariances. The New York Times Financial Glossary

Financial and business terms. 2012.

Игры ⚽ Поможем написать реферат

Look at other dictionaries:

  • Предположение однородных ожиданий — гипотеза, на которой основывается построение портфеля Марковица, состоящая в том, что инвесторы имеют одинаковые ожидания в отношении исходных данных, используемых при составлении эффективных портфелей: доходности активов, дисперсий и ковариаций …   Финансовый словарь

  • HISTORICAL SURVEY: THE STATE AND ITS ANTECEDENTS (1880–2006) — Introduction It took the new Jewish nation about 70 years to emerge as the State of Israel. The immediate stimulus that initiated the modern return to Zion was the disappointment, in the last quarter of the 19th century, of the expectation that… …   Encyclopedia of Judaism

  • Feminist philosophy (french) — French feminist philosophy De Beauvoir, Kristeva, Irigaray, Le Doeuff, Cixous Alison Ainley INTRODUCTION Although women have been active philosophers for many centuries,1 the development of a specifically feminist viewpoint in the context of… …   History of philosophy

  • EDUCATION — Pre State 1880–1914. Education in the small yishuv, which numbered about 25,000 in 1880, largely resembled the traditional types prevailing in Jewish communities elsewhere. The Jews of East European origin maintained the traditional ḥeder, talmud …   Encyclopedia of Judaism

  • German Revolution of 1918–19 — Infobox Military Conflict conflict=German Revolution of 1918 19 caption=A Freikorps group during the German revolution. partof= place=Germany date=November 1918 ndash; 1919 result=Weimar Republic government victory… …   Wikipedia

  • Abstract labour and concrete labour — Part of a series on Marxism …   Wikipedia

  • German Revolution of 1918–1919 — November Revolution redirects here. For the 1974 discovery of charm in physics, see November Revolution (physics). For the revolutions in German Confederacy in 1848, see Revolutions of 1848 in the German states. For the Russian revolution on… …   Wikipedia

Share the article and excerpts

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