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Glossary > F > "Factor portfolio" Definition

Factor portfolio

A well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors.

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Factor portfolio - A well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors.

Factor portfolio : a well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors.