A portfolio where a security either enters or leaves the efficient set. In other words, it consists of all securities...

A type of portfolio risk that measures the likelihood that the actual return on the portfolio would drop below a...

A collar strategy which is designed to protect a portfolio from the simultaneous occurrence of a number of negative events....

A portfolio construction strategy and methodology that involves equating the contribution to risk from every group of assets (portfolio) taking...

The proposition that an investor should choose the portfolio with the highest expected return for a specific degree of risk....

The proposition that an investor should choose the portfolio with the highest expected return for a specific degree of risk....

A decision variable that an investor uses for screening- i.e., sifting through the broad universe of securities (and any other...

The process of narrowing the exceedingly large universe of investable securities down to a manageable size so that remaining candidates...

A type of screening which is subject to a set of investment criteria such as personal preferences or values, societal...

The level of asset duration or liability duration that is desired in the management of a portfolio. This duration represents...