Portfolio separation theorem

An investor's choice of a risky investment portfolio is separate from his attitude towards risk. Related:Fisher's separation theorem. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • portfolio separation theorem — Theory that an investor s choice of a risky investment portfolio is separate from his attitude towards risk. Related: Fisher s separation theorem. Bloomberg Financial Dictionary …   Financial and business terms

  • Fisher's separation theorem — The firm s choice of investments is separate from its owner s attitudes towards investments. Also refered to as portfolio separation theorem. The New York Times Financial Glossary The notion that a firm s choice of investments is separate from… …   Financial and business terms

  • Mutual fund separation theorem — In portfolio theory, a mutual fund separation theorem, mutual fund theorem, or separation theorem is a theorem stating that, under certain conditions, any investor s optimal portfolio can be constructed by holding each of certain mutual funds in… …   Wikipedia

  • Two-fund separation theorem — The theoretical result that all investors will hold a combination of the risk free asset and the market portfolio. The New York Times Financial Glossary …   Financial and business terms

  • two-fund separation theorem — The theoretical result that all investors will hold a combination of the risk free asset and the market portfolio. Bloomberg Financial Dictionary …   Financial and business terms

  • Portfolio-Theorie — Dieser Artikel oder Abschnitt bedarf einer Überarbeitung. Näheres ist auf der Diskussionsseite angegeben. Hilf mit, ihn zu verbessern, und entferne anschließend diese Markierung. Die Portfoliotheorie ist ein Teilgebiet der Finanzierung und… …   Deutsch Wikipedia

  • 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

  • Minimum-Varianz-Portfolio — Dieser Artikel oder Abschnitt bedarf einer Überarbeitung. Näheres ist auf der Diskussionsseite angegeben. Hilf mit, ihn zu verbessern, und entferne anschließend diese Markierung. Die Portfoliotheorie ist ein Teilgebiet der Finanzierung und… …   Deutsch Wikipedia

  • Разделительная теорема Фишера — выбор компанией инвестиций не зависит от отношения владельцев к данным инвестициям. Разделительная теорема Фишера выбор инвестором рискованного инвестиционного портфеля осуществляется независимо от его отношения к риску. По английски: Fisher s… …   Финансовый словарь

  • Разделительная теорема Фишера — Выбор компанией инвестиций не зависит от отношения владельцев к данным инвестициям. Также называется теоремой раздельного портфеля (portfolio separation theorem) …   Инвестиционный словарь

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