HomeDefinitionsCompareDebt Factor portfolioThe financial definition for Factor portfolio:A well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors. Similar MatchesCharacteristic portfolioCharacteristic portfolioA portfolio which efficiently represents a particular asset characteristic. For a given characteristic, it is the minimum risk portfolio, with portfolio characteristic equal to 1. For example, the characteristic portfolio of asset betas is the benchmark. It is the minimum risk beta = 1 portfolio. Complete portfolioComplete portfolioThe entire portfolio, including risky and risk-free assets. Duplicative portfolioDuplicative portfolioMainly applies to derivative products. Basket of stocks that imitates the price movement of another set of securities (e.g., S&P 500 index). Further SuggestionsExcess return on the market portfolioFeasible set of portfolios Hedged portfolio Inefficient portfolio Levered portfolio Minimum variance portfolio Modern portfolio theory Click to compare definitions of Factor portfolio Click to view definitions beginning fa |