- Zero-beta portfolio
- A portfolio constructed to represent the risk-free asset, that is, having a beta of zero. The New York Times Financial Glossary
Financial and business terms. 2012.
Zero-beta portfolio
Look at other dictionaries:
Zero-Beta Portfolio — A portfolio constructed to have zero systematic risk or, in other words, a beta of zero. Such a portfolio would have the same expected return as the risk free rate … Investment dictionary
zero-beta portfolio — A portfolio constructed to have zero systematic risk, similar to the risk free asset, that is, having a beta of zero. Bloomberg Financial Dictionary … Financial and business terms
Beta (finance) — The beta coefficient, in terms of finance and investing, describes how the expected return of a stock or portfolio is correlated to the return of the financial market as a whole. [cite book last = Levinson first = Mark year = 2006 title = Guide… … Wikipedia
beta — A measure correlating stock price movement to the movement of an index. Beta is used to determine the number of contracts required to hedge with stock index futures or futures options. The CENTER ONLINE Futures Glossary A Greek letter used by… … 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
Factor portfolio — A well diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors. The New York Times Financial Glossary … Financial and business terms
factor portfolio — A well diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors. Bloomberg Financial Dictionary … Financial and business terms
Портфель с нулевой бетой — инвестиционный портфель, представляющий собой безрисковый актив, для которого значение коэффициента бета равно 0. По английски: Zero beta portfolio См. также: Инвестиционные портфели Коэффициенты бета Финансовый словарь Финам … Финансовый словарь
Minimum price fluctuation — Smallest increment of price movement possible in trading a given contract. Also called point or tick. The zero beta portfolio with the least risk. The New York Times Financial Glossary … Financial and business terms
Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… … Wikipedia
