Значение слова "CHARACTERISTIC PORTFOLIO" найдено в 1 источнике

CHARACTERISTIC PORTFOLIO

найдено в "Financial and business terms"

A portfolio which efficiently represents a particular asset characteristic. For a given characteristic, it is the minimum risk portfolio, with portfolio characteristic equal to 1. For example, the characteristic portfolio of asset betas is the benchmark. It is the minimum risk beta = 1 portfolio. Bloomberg Financial Dictionary


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