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).
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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).
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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.
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