Homogenous expectations assumption

• An assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios: asset returns, variances, and covariances.

 Embedded terms in definition
Efficient portfolio
 Related Terms
 Assumption of mortgage
Biased expectations theories
Expectations hypothesis
Expectations hypothesis theories
Expectations theory of forward exchange rates
Local expectations theory
Pure expectations theory
Rational expectations
Return to maturity expectations
Zero prepayment assumption

<< Homogeneous Homoskedasticity or homoscedasticity >>

Teaching Children the Financial Facts of Life: Showing the importance of saving, spending wisely and sharing with others More...

To handle yourself, use your head; to handle others, use your heart. Donald Laird


Copyright 2009-2018 GVC. All rights reserved.