Portfolio Management Flashcards
(20 cards)
1
Q
Holding period return
A
2
Q
Geometric mean return
A
3
Q
MMRR
A
4
Q
Variance of asset returns
A
5
Q
Covariance of asset returns
A
6
Q
Correlation of asset returns
A
7
Q
Investment utility
A
8
Q
Portfolio return
A
9
Q
Portfolio standard deviation
A
10
Q
Capital allocation line
A
11
Q
Capital market line
A
12
Q
Beta
A
13
Q
Expected return using the capital asset pricing model
A
14
Q
Sharpe ratio
A
15
Q
Treynor ratio
A
16
Q
M squared
A
17
Q
Jensens alpha
A
18
Q
If the standard deviation is 14% what correlation must it have?
A
A correlation of 1
19
Q
What is the markets efficient frontier?
A
Set of portfolios above the global minimum variance portfolio that dominates the portfolios below the global minimum variance portfolio
20
Q
Formula for expected return from CML
A
