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Investing Glossary:
Homogeneous expectations assumption
Copyright 2013,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
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| Term: |
| Homogeneous expectations assumption
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| Definition: |
| 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.
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