Efficient frontier
Investment portfolios which occupy the 'efficient' parts of the risk-return spectrum;set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return
In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (i.e., the risk).
Nº Q16966861 ★
Commune · Savoirs
Efficient frontier
Investment portfolios which occupy the 'efficient' parts of the risk-return spectrum;set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return
In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (i.e., the risk).
Dernier prix
—
Prix plancher
—
Médiane 7 j
—
Ventes 30 j
0
Fourchette 30 j
—
En circulation
0
Cours
médiane
min – max
ventes
Aucune vente sur la période
Voir le tableau
| Date | médiane | Min | Max | ventes |
|---|
Historique des ventes
- Dernière vente
- —
- Moyenne 30 j
- —
- Plus bas 30 j
- —
- Plus haut 30 j
- —
- Ventes 7 j
- 0
- Ventes 30 j
- 0
Aucune vente pour l'instant.
Ventes anonymes : ni acheteur ni vendeur. Les chiffres ne comptent que les ventes entre joueurs.
Sur Wikipédia
Texte en anglais Pas encore d'article dans ta langue : extrait en anglais.
In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (i.e., the risk). The efficient frontier was first formulated by Harry Markowitz in 1952; see Markowitz model.
Texte : Wikipédia en anglais, CC BY-SA 4.0. · Image : User:G2010a (Public domain) ·
Cartes voisines
Formule de Kelly
Règle mathématique
Nº Q2065471 ★★★
Fonds négocié en bourse
Type de fonds de placement en valeurs mobilières
Nº Q845477 ★★★★
Théorie moderne du portefeuille
Théorie financière
Nº Q1072885 ★★★
Modèle Black-Scholes
Nº Q1338307 ★★★
Futarchy
Proposed form of government
Nº Q17054002 ★
SABR volatility model
Stochastic volatility model used in derivatives markets
Nº Q7388452 ★