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Portfolio (finance)

Index Portfolio (finance)

In finance, a portfolio is a collection of investments held by an investment company, hedge fund, financial institution or individual. [1]

26 relations: Arbitrage pricing theory, Asset, Bond (finance), Capital asset pricing model, Economics Letters, Efficient frontier, Financial risk, Hedge fund, Infection ratio, Investment management, Investment strategy, Jensen's alpha, Marginal conditional stochastic dominance, Market portfolio, Modern portfolio theory, Multi-objective optimization, Pareto efficiency, Performance attribution, Risk aversion, Risk parity, Sharpe ratio, Stock, Time-weighted return, Treynor ratio, Value (economics), Value at risk.

Arbitrage pricing theory

In finance, arbitrage pricing theory (APT) is a general theory of asset pricing that holds that the expected return of a financial asset can be modeled as a linear function of various factors or theoretical market indices, where sensitivity to changes in each factor is represented by a factor-specific beta coefficient.

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In financial accounting, an asset is an economic resource.

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Bond (finance)

In finance, a bond is an instrument of indebtedness of the bond issuer to the holders.

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Capital asset pricing model

In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.

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Economics Letters

Economics Letters is a scholarly peer-reviewed journal of economics that publishes concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.

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Efficient frontier

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the 'efficient' parts of the risk-return spectrum.

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Financial risk

Financial risk is any of various types of risk associated with financing, including financial transactions that include company loans in risk of default.

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Hedge fund

A hedge fund is an investment fund that pools capital from accredited individuals or institutional investors and invests in a variety of assets, often with complex portfolio-construction and risk-management techniques.

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Infection ratio

In finance, the infection ratio describes the relationship between non-performing portfolios and the total loan portfolio.

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Investment management

Investment management is the professional asset management of various securities (shares, bonds and other securities) and other assets (e.g., real estate) in order to meet specified investment goals for the benefit of the investors.

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Investment strategy

In finance, an investment strategy is a set of rules, behaviors or procedures, designed to guide an investor's selection of an investment portfolio.

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Jensen's alpha

In finance, Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return.

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Marginal conditional stochastic dominance

In finance, marginal conditional stochastic dominance is a condition under which a portfolio can be improved in the eyes of all risk-averse investors by incrementally moving funds out of one asset (or one sub-group of the portfolio's assets) and into another.

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Market portfolio

Market portfolio is a portfolio consisting of a weighted sum of every asset in the market, with weights in the proportions that they exist in the market, with the necessary assumption that these assets are infinitely divisible.

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Modern portfolio theory

Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk.

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Multi-objective optimization

Multi-objective optimization (also known as multi-objective programming, vector optimization, multicriteria optimization, multiattribute optimization or Pareto optimization) is an area of multiple criteria decision making, that is concerned with mathematical optimization problems involving more than one objective function to be optimized simultaneously.

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Pareto efficiency

Pareto efficiency or Pareto optimality is a state of allocation of resources from which it is impossible to reallocate so as to make any one individual or preference criterion better off without making at least one individual or preference criterion worse off.

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Performance attribution

Performance attribution, profit attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark.

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Risk aversion

In economics and finance, risk aversion is the behavior of humans (especially consumers and investors), when exposed to uncertainty, in attempting to lower that uncertainty.

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Risk parity

Risk parity (or risk premia parity) is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital.

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Sharpe ratio

In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance of an investment by adjusting for its risk.

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The stock (also capital stock) of a corporation is constituted of the equity stock of its owners.

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Time-weighted return

The time-weighted return (TWR) is a method of calculating investment return.

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Treynor ratio

The Treynor ratio (sometimes called the reward-to-volatility ratio or Treynor measure), named after Jack L. Treynor, is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk (e.g., Treasury bills or a completely diversified portfolio), per each unit of market risk assumed.

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Value (economics)

Economic value is a measure of the benefit provided by a good or service to an economic agent.

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Value at risk

Value at risk (VaR) is a measure of the risk of loss for investments.

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[1] https://en.wikipedia.org/wiki/Portfolio_(finance)

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