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Definition of 'Zero-Beta Portfolio'
A portfolio constructed to have zero systematic risk or, in other words, a beta of zero.
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Investopedia explains 'Zero-Beta Portfolio'
Such a portfolio would have the same expected return as the risk-free rate.
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Search results for 'Zero-Beta Portfolio'
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http://www.investopedia.com/articles/stocks/11/evaluating-hedge-fund-performance.asp
... although many may claim to be market neutral or have a zero beta, it is ... time of crises,
correlations go to one, so even the most diversified portfolio will not ...
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