Market portfolio


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Market portfolio

A portfolio consisting of all assets available to investors, with each asset held in proportion to its market value relative to the total market value of all assets.

Market Portfolio

In Markowitz portfolio theory, a theoretical portfolio of all assets in the world, weighted for value.
References in periodicals archive ?
Main Street estimates that the increase in NAV per share is primarily due to net unrealized appreciation relating to its Lower Middle Market portfolio investments and the accretive impact from equity issued under its at-the-market equity program.
Main Street's middle market debt investments are made in businesses that are generally larger in size than its lower middle market portfolio companies.
United Kingdom - England Business Description: The Group of 5 trading companies, well recognized industry brand, diverse product and market portfolio, 50 years of operating history.
Fama and French (2004) suggest that problems with CAPM may be attributed to the simplifying assumptions and the difficulties in using the market portfolio in the tests of the model.
OMERS total Plan investment return of 10% was driven by strong performance in its private market portfolio and solid public market performance in line with expectations and current market conditions.
The study found the orderflow portfolio outperforms the traditional market portfolio by about 40 percent.
In total, CDC's 2010 returns from its emerging market portfolio totalled $43om, up 30% on 2009.
For example, the capital asset pricing model (CAPM) of Sharpe (1964) and Lintner (1965) holds that a security's price is determined only by how its return covaries with the return of the market portfolio composed of all risky securities.
Revenues from the insurance units of ONIC accounted for the bulk of its turnover at present while income from its associates and investment income from its market portfolio make up for the balance.
Older physicians stayed in the field just to maintain their market portfolio.
Empirically, the exposure elasticity is obtained from a regression of stock returns on an exchange rate change, often with additional control variables such as a market portfolio return.
But with the relentless forces of globalization--and especially with the introduction of China onto the global economic scene--it is possible that the percent of the world market portfolio represented by the emerging markets will grow.