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 >>

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The whole problem with the world is that fools and fanatics are always so certain of themselves, but wiser people so full of doubts. - Bertrand Russell


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