- assumption of portfolio
- reprise de portefeuille (RL, 2e)
English-French insurance dictionary. 2013.
English-French insurance dictionary. 2013.
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
Assumption Life — Infobox Company company name = Assumption Life (Fr: Assomption Vie) company company type = Private foundation = flagicon|US Fitchburg, Massachusetts (1903) location city = flagicon|CAN Moncton, New Brunswick location country = key people = Dennis … 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
Dedicated Portfolio Theory — Dedicated Portfolio Theory, in finance, deals with the characteristics and features of a portfolio built to generate a predictable stream of future cash inflows. This is achieved by purchasing bonds and/or other fixed income securities (such as… … Wikipedia
Merton's portfolio problem — is a well known problem in continuous time finance. An investor with a finite lifetime must choose how much to consume and must allocate his wealth between stocks and a risk free asset so as to maximize expected lifetime utility. The problem was… … Wikipedia
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.[1] Richard Roll s critique… … Wikipedia
Homogenous expectations assumption — An assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios: asset returns, variances, and covariances. The New York Times Financial Glossary … Financial and business terms
homogeneous expectations assumption — An assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios : asset returns, variances , and covariances. Bloomberg Financial Dictionary … Financial and business terms
Capital asset pricing model — In finance, the Capital Asset Pricing Model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well diversified portfolio, given that asset s non diversifiable… … Wikipedia
Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… … Wikipedia
Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… … Wikipedia