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Investing Glossary:
Markowitz diversification
Copyright 2009,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
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| Term: |
| Markowitz diversification
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| Definition: |
| A Strategy that seeks to combine in a portfolio Assets with returns that are less than perfectly positively correlated, in an effort to lower Portfolio risk (variance) Without sacrificing return. Related: Naive diversification.
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