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What is the assumptions in portfolio risk？

幫考網(wǎng)校2020-10-12 17:45:56

The assumptions in portfolio risk are:

1. Returns are normally distributed: This assumption assumes that the returns of the assets in the portfolio are normally distributed. However, in reality, returns may not always follow a normal distribution.

2. Correlation between assets: This assumption assumes that the correlation between assets is constant over time. However, in reality, correlations between assets may change over time.

3. Risk-free rate: This assumption assumes that there is a risk-free rate of return available in the market. However, in reality, there may not be a risk-free rate available.

4. No transaction costs: This assumption assumes that there are no transaction costs associated with buying or selling assets. However, in reality, there are transaction costs involved in buying and selling assets.

5. No taxes: This assumption assumes that there are no taxes involved in buying or selling assets. However, in reality, taxes can have a significant impact on portfolio returns.

6. No liquidity constraints: This assumption assumes that there are no liquidity constraints in the market. However, in reality, liquidity constraints can affect the ability to buy or sell assets.