Portfolio expected return

Portfolio expected return

A weighted average of individual assets' expected returns.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
Formally, the portfolio expected return, with N risky assets, is the weighted average of the expected returns of the single assets that comprise the portfolio and can be represented as [mathematical expression not reproducible], where N is the number of assets in the portfolio, w is the weight of each asset in the portfolio, and [R.sub.i] is the average return of asset i Assuming equal weights, this yields [mathematical expression not reproducible].
Trey nor says that portfolio expected return depend on its beta.
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.
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