翻訳と辞書 Words near each other ・ Separation of powers ・ Separation of powers (disambiguation) ・ Separation of powers in Australia ・ Separation of powers in Singapore ・ Separation of powers in the United Kingdom ・ Separation of powers under the United States Constitution ・ Separation of presentation and content ・ Separation of protection and security ・ Separation of Queensland ・ Separation of the elements ・ Separation of variables ・ Separation Party of Alberta ・ Separation principle ・ Separation process ・ Separation property ・ Separation property (finance) ・ Separation Range ・ Separation relation ・ Separation Road ・ Separation Sunday ・ Separation test ・ Separation theorem ・ Separations (album) ・ Separatism ・ Separatist (disambiguation) ・ Separatist feminism ・ Separatist movements of China ・ Separatist movements of India ・ Separatist movements of Pakistan ・ Separatista Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Separation property (finance) ： ウィキペディア英語版 Separation property (finance) A separation property is a crucial element of modern portfolio theory that gives a portfolio manager the ability to separate the process of satisfying investing clients' assets into two separate parts.〔Bodie, Z, Kane, A, and Marcus, A, (1999), ''Investments'' $4^$ Edition, McGraw Hill, ISBN 0-256-24626-2, pp 226–7〕 The first part is the determination of the "optimum risky portfolio". This portfolio is the same for all clients. In one version, it has the highest Sharpe ratio. See mutual fund separation theorem for a discussion of other possibilities. It is the construction of a universal portfolio that is kept separate from the individual needs of each client. The second part is tailoring the use of that portfolio to the risk-aversive needs of each individual client. This is achieved through simulation of a given risk-return range by allocating the client's total investments partly to that universal portfolio and partly to the risk-free asset. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Separation property (finance)」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.