Portfolio expected return

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 ?
We use Black (1972) to find closedform solutions for the optimal portfolio weights, portfolio expected return, and portfolio variance of the VaR investor.
Trey nor says that portfolio expected return depend on its beta.
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