Portfolio expected return

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Portfolio expected return

A weighted average of individual assets' expected returns.

Portfolio Expected Return

The aggregated expected return on the securities and other assets in a portfolio, where the return on each security or asset is weighted for the proportion of its representation in the portfolio.
References in periodicals archive ?
Investors who know their VaR limit, expected security returns, and the covariance matrix of those asset returns, can plug those into closed form solutions for portfolio weights, portfolio expected returns, and portfolio standard deviation.
Solutions to the portfolio choice problem with VaR objective functions
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