return on market portfolio
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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
Market Portfolio — A theoretical bundle of investments that includes every type of asset available in the world financial market, with each asset weighted in proportion to its total presence in the market. The expected return of a market portfolio is identical to… … Investment dictionary
Excess return on the market portfolio — The difference between the return on the market portfolio and the riskless rate. The New York Times Financial Glossary … Financial and business terms
excess return on the market portfolio — Difference between the return on the market portfolio and the riskless rate. Bloomberg Financial Dictionary … Financial and business terms
Market timing — is the strategy of making buy or sell decisions of financial assets (often stocks) by attempting to predict future market price movements. The prediction may be based on an outlook of market or economic conditions resulting from technical or… … Wikipedia
Portfolio (finance) — In finance, a portfolio is an appropriate mix of or collection of investments held by an institution or a private individual. Holding a portfolio is part of an investment and risk limiting strategy called diversification. By owning several assets … Wikipedia
Market risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Market Risk Premium — The difference between the expected return on a market portfolio and the risk free rate. Market risk premium is equal to the slope of the security market line (SML), a capital asset pricing model. Three distinct concepts are part of market risk… … Investment dictionary
Market model — This relationship is sometimes called the single index model. The market model says that the return on a security depends on the return on the market portfolio and the extent of the security s responsiveness as measured, by beta. In addition, the … Financial and business terms
market model — The market model says that the return on a security depends on the return on the market portfolio and the extent of the security s responsiveness as measured by beta. The return also depends on conditions that are unique to the firm. The market… … Financial and business terms
Market return — The return on the market portfolio. The New York Times Financial Glossary * * * market return UK US noun [C or U] FINANCE ► the amount of money earned by investments: »His above average market returns put him in the top ranks of all investors … Financial and business terms
