Passive investing: related pages
Active investing Attempting to outperform the markets.
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.
Closet tracker A fund that is not officially a tracker fund, but which is nonetheless run like one.
Tracking error The standard deviation of the excess returns of a portfolio against its benchmark index.
Copyright Graeme Pietersz © 2005-2019
