efficient portfolio

efficient portfolio
портфель ценных бумаг с максимальным доходом при любом риске или с минимальным риском при любом доходе

Ценные бумаги. Англо-русский словарь. . 2013.

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  • efficient portfolio — efficient asset or efficient portfolio An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets… …   Financial and business terms

  • efficient asset or efficient portfolio — An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets offers a higher expected return with the… …   Financial and business terms

  • Efficient portfolio — A portfolio that provides the greatest expected return for a given level of risk ( i.e. standard deviation), or equivalently, the lowest risk for a given expected return. The New York Times Financial Glossary …   Financial and business terms

  • Markowitz efficient portfolio — Also called a mean variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk. The New York Times Financial Glossary Also called a mean variance efficient portfolio, a portfolio that has the highest… …   Financial and business terms

  • Mean-variance efficient portfolio — Related: Markowitz efficient portfolio …   Financial and business terms

  • mean-variance efficient portfolio — Related: Markowitz efficient portfolio …   Financial and business terms

  • Efficient Portfolio Management — ( EPM) The EPM regulations set out the ways in which certain types of unit trust may use derivatives. EPM requires that all derivatives positions of the trust are covered. Dresdner Kleinwort Wasserstein financial glossary …   Financial and business terms

  • efficient asset — or efficient portfolio An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets offers a higher… …   Financial and business terms

  • portfolio theory — A branch of financial economics associated with Harry M. Markowitz (born 1927) that analyzes the *diversification of *risk through the holding of a *portfolio of investments. A major assumption underlying portfolio theory is that investors are… …   Auditor's 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

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


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