tangency portfolio

[makofka]

Пожалуйста, помогите перевести.

Заранее спасибо

[tumanov]

вот тут его описание на английском языке:

http://viking.som.yale.edu/will/finman540/classnotes/class4.html

а вот с переводом пока сложнее.

[tumanov]

одно из определений:
the tangency portfolio is a capital-weighted portfolio of all the world's assets.

[tumanov]

VI. Conclusion

The CAPM is a theoretical solution to the identity of the tangency portfolio. It uses some ideal assumptions about the economy to argue that the capital weighted world wealth portfolio is the tangency portfolio, and that every investor will hold this same portfolio of risky assets. Even though it is clear they do not, the CAPM is still a very useful tool. It has been taken as a prescription for the investment portfolio, as well as a tool for estimating an expected rate of return. In the next chapter, we will take a look at the second of these two uses.

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дословно: портфель слияния
я бы перевел: "идеальный портфель ценных бумаг"

но я не экономист. :0(