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 ?
Their stock market portfolios were increasing by 15-20 percent annually, as the Dow Jones moved from 7,000 to 10,000 in less than three years.
11) If these differences in exposure are significant, then the choice of different market portfolios in the empirical model would lead to differences in the distributions of the "residual" exposures.
These attractive product and market portfolios are complementary to the existing Alcan Packaging businesses, offering value-creating synergies and enhancing Alcan's ability to serve its customers.
At CB Richard Ellis, we believe that there are opportunities in utilizing tight Class A markets as springboards to assist institutional owners in renovating and enhancing the value of their existing B market portfolios, as well as marketing of new buildings and build-to-suit opportunities.
Kandel and Stambaugh (1987) and Shanken (1987), for instance, developed and tested the joint hypothesis that the true market portfolio is mean-variance efficient and that the proxy and true market portfolios are highly correlated.