asset allocation model


asset allocation model
фин. модель распределения активов (модель выбора способа инвестирования активов, основанная на оценке риска и доходности портфелей ценных бумаг с разной структурой при разных экономических сценариях)
See:

Англо-русский экономический словарь.

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  • Asset allocation — is a term used to refer to how an investor distributes his or her investments among various classes of investment vehicles (e.g., stocks and bonds). A large part of financial planning is finding an asset allocation that is appropriate for a given …   Wikipedia

  • Treynor-Black Model — A type of asset allocation model that was developed by Jack Treynor and Fischer Black. The model tries to determine the optimal combination of passively and actively managed assets in an investment portfolio.When determining the optimal… …   Investment dictionary

  • Black-Litterman Model — An asset allocation model that was developed by Fischer Black and Robert Litterman of Goldman Sachs. The Black Litterman model is essentially a combination of two main theories of modern portfolio theory, the Capital Asset Pricing Model (CAPM)… …   Investment dictionary

  • News analytics — News analysis refers to the measurement of the various qualitative and quantitative attributes of textual (unstructured data) news stories. Some of these attributes are: sentiment, relevance, and novelty. Expressing news stories as numbers… …   Wikipedia

  • Mutual-Fund Advisory Program — A portfolio of mutual funds that are selected to match a pre set asset allocation model based on the investor s objectives and offered in a single investment account together with the services of a professional investment advisor. Typically,… …   Investment dictionary

  • ETF Wrap — A type of special investment portfolio in which an investor, with or without the aid of an investment advisor, invests solely in exchange traded funds (ETFs). The composition of each ETF class is initially based on a preselected asset allocation… …   Investment dictionary

  • profile — ▪ I. profile pro‧file 1 [ˈprəʊfaɪl ǁ ˈproʊ ] noun [countable] 1. a short description of someone or something, giving the most important details about them: profile of • A profile of the company in the latest edition of Barron s contributed to… …   Financial and business terms

  • 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

  • Investment management — is the professional management of various securities (shares, bonds etc.) and assets (e.g., real estate), to meet specified investment goals for the benefit of the investors. Investors may be institutions (insurance companies, pension funds,… …   Wikipedia

  • William Forsyth Sharpe — Infobox Scientist name = William F. Sharpe image size = 180px birth date = Birth date and age|1934|6|16|mf=y birth place = Boston, Massachusetts, U.S. nationality = United States field = Economics work institution = William F. Sharpe Associates… …   Wikipedia

  • Dynamic financial analysis — Key Uses Business mix Reinsurance Asset Allocation Profitability Solvency Sensitivity Dependency Elements …   Wikipedia

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