Normal portfolio

A customized benchmark that includes all the securities from which a manager normally chooses, weighted as the manager would weight them in a portfolio. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • normal portfolio — A customized benchmark that includes all the securities from which a manager normally chooses, weighted as the manager would weight them in a portfolio. Bloomberg Financial Dictionary …   Financial and business terms

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  • RiskMetrics — When making an investment, conventional methodology focused purely on the predicted level of return (or yield). Market professionals knew that you can have two assets with similar returns and yet one would be considered more risky . Professionals …   Wikipedia

  • Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …   Wikipedia

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