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Markowitz diversification
| Глоссарий экономических терминов |
A strategy that seeks to combine in a portfolio assets with returns that are less than perfectly positively correlated, in an effort to lower portfolio risk (variance) without sacrificing return. related: naive diversification.
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Diversification, английский
- The acquisition of a group of assets in which returns on the assets are not directly related over time. proper investment diversification is intended to reduce the risk inherent in particular securities. an investor seeking diversification for a securitie
- Диверсификация.
- Диверсификация - инвестирование в различные финансовые инструменты (акции, облигайии и недвижимость) в целях снижения риска;
- Диверсификация, т. е. стратегия, разработанная, что¬бы уменьшить риск, распределяя капиталовложения между различны¬ми акциями, облигациями и недвижимостью.
- Введение разнообразия; диверсификация
- Dividing investment funds among a variety of securities with different risk, reward, and correlation statistics so as to minimize unsystematic risk.
- An increased range of goods or services provided by a firm.
Diversification in products, английский
Diversification of risks, английский
Diversification of routes, английский
Markowitz, английский
Markowitz efficient frontier, английский
The graphical depiction of the markowitz efficient set of portfolios representing the boundary of the set of feasible portfolios that have the maximum return for a given level of risk. any portfolios above the frontier cannot be achieved. any below the frontier are dominated by markowitz efficient portfolios.
Markowitz efficient portfolio, английский
Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.
Markowitz efficient set of portfolios, английский
The collection of all efficient portfolios, which can be graphed as the markowitz efficient frontier.
Markowitz, harry, английский
Nobel laureate in economics. father of portfolio theory.
Correlated, английский
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Portfolio insurance, английский
- A strategy using a leveraged portfolio in the underlying stock to create a synthetic put option. the strategy`s goal is to ensure that the value of the portfolio does not fall below a certain level.
- Страховые операции с портфелями ценных бумаг
Covered call writing strategy, английский
A strategy that involves writing a call option on securities that the investor owns. see: covered or hedge option strategies.
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