Portfolio R2

Business / Finance / Portfolio R2: Used in the context of general equities. Number between 0 and 1 that measures the strength of correlation of movement between the portfolio/stock and the index. Indeed, the R2 is the square of the correlation. For hedging purposes, the higher the R2, the better.

Portfolio R2

Business / Finance / Portfolio R2: Used in the context of general equities. Number between 0 and 1 that measures the strength of correlation of movement between the portfolio/stock and the index. Indeed, the R2 is the square of the cor MORE

Portfolio Restructuring

Business / Finance / Portfolio Restructuring: Applies to derivative products. Recomposition of a portfolio's asset mix by selling off undesired asset types (equities, debt, or cash) or specific securities within that class, while simultaneously b MORE

Portfolio Separation Theorem

Business / Finance / 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. MORE

Portfolio Turnover

Business / Taxes / Portfolio Turnover: Portfolio turnover is the rate at which a mutual fund manager buys or sells securities in a fund, or an individual investor buys and sells securities in a brokerage account. A rapid turnover rate, whi MORE

Portfolio Opportunity Set

Business / Finance / Portfolio Opportunity Set: The expected return/standard deviation pairs of all portfolios that can be constructed from a given set of assets. MORE

Portfolio Manager

Business / Finance / Portfolio Manager: Used in the context of general equities. Professional responsible for the securities portfolio of an individual or institutional investor, such as a mutual fund, pension fund, profit-sharing plan, ban MORE

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