- 行业: Financial services
- Number of terms: 73910
- Number of blossaries: 1
- Company Profile:
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The amount by which a securities dealer raises or lowers the price of a stock or bond due to changes in demand and supply.
Industry:Financial services
Nobel laureate in economics. Father of modern portfolio theory.
Industry:Financial services
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.
Industry:Financial services
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.
Industry:Financial services
Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.
Industry:Financial services
The condition where observations in a time series are dependent on previous observations in the near term. Markovian dependence dies quickly, while long-memory effects like Hurst dependence, decay over very long time periods.
Industry:Financial services
The collection of all efficient portfolios, which can be graphed as the Markowitz efficient frontier.
Industry:Financial services
Identifying symbols and numbers placed by the shipper on each piece of cargo in a shipment.
Industry:Financial services
Adjustment of the book value or collateral value of a security to reflect current market value.
Industry:Financial services
A tax that has the effect of penalizing a married couple because they pay more tax on a joint tax return than they would if they file tax returns individually.
Industry:Financial services
