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 Glossary   >   H   >   "Homogenous expectations assumption" Definition   

        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.

Homogenous expectations assumption


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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.


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.