Portfolio Variance — The measurement of how the actual returns of a group of securities making up a portfolio fluctuate. Portfolio variance looks at the standard deviation of each security in the portfolio as well as how those individual securities correlate with the … Investment dictionary
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
Equal Weight — A type of weighting that gives the same weight, or importance, to each stock in a portfolio or index fund. The smallest companies are given equal weight to the largest companies in an equal weight index fund or portfolio. This allows all of the… … Investment dictionary
Well diversified portfolio — A portfolio spread out over many securities in such a way that the weight in any security is small. The risk of a well diversified portfolio closely approximates the systemic risk of the overall market, the unsystematic risk of each security… … Financial and business terms
well-diversified portfolio — A portfolio that includes a variety of securities so that the weight of any security is small. The risk of a well diversified portfolio closely approximates the systematic risk of the overall market, and the unsystematic risk of each security has … Financial and business terms
Normal portfolio — A customized benchmark that includes all the securities from which a manager normally chooses, weighted as the manager would weight them in a portfolio. The New York Times Financial Glossary … Financial and business terms
normal portfolio — A customized benchmark that includes all the securities from which a manager normally chooses, weighted as the manager would weight them in a portfolio. Bloomberg Financial Dictionary … Financial and business terms
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Citroën 2CV — Manufacturer Citroën Production 1948–1990 [1] … Wikipedia
Modified Dietz Method — The Modified Dietz Method is a calculation used to determine an approximation of the performance of an investment portfolio based on money weighted cash flow.[1] A more precise way of calculating performance in the presence of external cash flows … Wikipedia
