Enhanced indexing: related pages
Value effect The tendency of value stocks to outperform.
Size effect The long term out-performance by small caps.
Modern/Markowitz portfolio theory The theory concerning the value and riskiness of portfolios as opposed to individual securities.
Efficient portfolio A portfolio that provides the best expected returns for a given level of risk, or, equivalently, the lowest risk possible for a given level of expected returns.
Risk premium The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.
Core and satellite An investment strategy that combines large conservatively run core portfolio, with a smaller, higher risk , satellite holdings.
Benchmark index The index or other measure against which the performance of a fund or portfolio is measured.
Market indices An index tracks the movement in the value of a market, sector or a region.
Copyright Graeme Pietersz © 2005-2019
