- 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. 2012.
factor portfolio
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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
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
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
Fama-French three-factor model — In the portfolio management field, Eugene Fama and Kenneth French developed the highly successful Fama French three factor model to describe market behavior.CAPM uses a single factor, beta, to compare the excess returns of a portfolio with the… … Wikipedia
Post-Modern Portfolio Theory - PMPT — A portfolio optimization methodology that uses the downside risk of returns instead of the mean variance of investment returns used by modern portfolio theory. The difference lies in each theory s definition of risk, and how that risk influences… … Investment dictionary
Weighted Average Rating Factor - WARF — A measure that is used by credit rating companies to determine the credit quality of a portfolio. This measure allows rating companies to look at a portfolio as a single security, and assign it a single rating.WARFs are most often calculated by… … Investment dictionary
Multi-Factor Model — A financial model that employs multiple factors in its computations to explain market phenomena and/or equilibrium asset prices. The multi factor model can be used to explain either an individual security or a portfolio of securities. It will do… … Investment dictionary
beta factor — Stock market measure of price variability. A statistical measure of the relative risk of a common stock compared with the market for all stocks. ► “The conventional wisdom has been that portfolio betas are more stable than those for individual … American business jargon
Чистый факторный портфель — (PURE FACTOR PORTFOLIO (или PURE FACTOR PLAY)) портфель, обладающий единичной чувствительностью к некоторому фактору, нулевой чувствительностью к любому другому фактору и нулевым нефакторным риском … Финансовый глоссарий
Факторный портфель — хорошо диверсифицированный портфель, составленный таким образом, что если бета одного фактора составляет 1.0, то бета любого другого фактора будет равна 0. По английски: Factor portfolio См. также: Инвестиционные портфели Диверсификация портфеля… … Финансовый словарь
