When.com Web Search

Search results

1. Results From The WOW.Com Content Network

2. 3-fund portfolio: What it is and how it works

   www.aol.com/finance/3-fund-portfolio-works...

   One simple formula to determine the percentage of your portfolio to hold in stocks is to subtract your age from 100 (100 – age = amount in stocks). ... Pros and cons of a 3-fund portfolio Pros ...

3. Fama–French three-factor model - Wikipedia

   en.wikipedia.org/wiki/Fama–French_three-factor...

   In 2015, Fama and French extended the model, adding a further two factors — profitability and investment. Defined analogously to the HML factor, the profitability factor (RMW) is the difference between the returns of firms with robust (high) and weak (low) operating profitability; and the investment factor (CMA) is the difference between the returns of firms that invest conservatively and ...

4. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   Portfolio return is the proportion-weighted combination of the constituent assets' returns. Portfolio return volatility is a function of the correlations ρ ij of the component assets, for all asset pairs (i, j). The volatility gives insight into the risk which is associated with the investment.

5. Asset allocation - Wikipedia

   en.wikipedia.org/wiki/Asset_allocation

   Example investment portfolio with a diverse asset allocation. Asset allocation is the implementation of an investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investor's risk tolerance, goals and investment time frame. [1]

6. Black–Litterman model - Wikipedia

   en.wikipedia.org/wiki/Black–Litterman_model

   In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice. The model starts with an asset allocation based on the ...

7. Merton's portfolio problem - Wikipedia

   en.wikipedia.org/wiki/Merton's_portfolio_problem

   Merton's portfolio problem is a problem in continuous-time finance and in particular intertemporal portfolio choice. An investor must choose how much to consume and must allocate their wealth between stocks and a risk-free asset so as to maximize expected utility .