Efficient diversification

The organizing principle of modern portfolio theory, which maintains that any risk-averse investor will search for the highest expected return for any level of portfolio risk. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • efficient diversification — The organizing principle of portfolio theory, which maintains that any risk averse investor will search for the highest expected return for any particular level of portfolio risk. Bloomberg Financial Dictionary …   Financial and business terms

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  • Risikodiversifizierung — (auch Risikodiversifikation) ist eine Strategie, mit der ein Kapitalmarktteilnehmer das Risiko einer Teilnahme auf dem Kapitalmarkt durch die Aufteilung seines Vermögens auf verschiedene Vermögenswerte (sog. Assets) reduzieren kann. Die Strategie …   Deutsch Wikipedia

  • Marginal conditional stochastic dominance — In finance, marginal conditional stochastic dominance is a condition under which a portfolio can be improved in the eyes of all risk averse investors by incrementally moving funds out of one asset (or one sub group of the portfolio s assets) and… …   Wikipedia

  • Эффективная диверсификация — организующий принцип современной портфельной теории, который утверждает, что любой избегающий риска инвестор будет искать самую высокую ожидаемую доходность при любом уровне портфельного риска. По английски: Efficient diversification См. также:… …   Финансовый словарь

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