Efficient portfolio
An efficient portfolio is one that lies on the efficient frontier.
Efficient portfolio
A portfolio that provides the greatest expected return for a given level of risk (i.e. standard
deviation), or equivalently, the lowest risk for a given expected return.
Efficient Portfolio
Financial & Investment Dictionary:
Efficient Portfolio
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Markowitz efficient portfolio
Definition: [crh] Also called a mean-variance efficient portfolio, a portfolio that has the highest Definition: "expected return at a given level of risk.
EFFICIENT ASSET OR EFFICIENT PORTFOLIO - An asset or portfolio of assets that earns the maximum possibl...
EFFICIENT CAPITAL MARKET - A market in which new information is very quickly reflected accurately in sh...
Efficient Portfolio A diversified selection of stocks resulting in a least risk PORTFOLIO for a given rate of return. At that level of RISK, no other portfolio provides superior returns.
Efficient Portfolio
Portfolio with a maximum expected return for any specific risk level, or a minimum risk level for any specific expected return.
See: Required Rate Of Return; Return ...
EFFICIENT PORTFOLIO: A portfolio with the highest level of expected return for a given level of risk or a portfolio with the lowest risk for a given level of expected return.
Efficient Portfolio
A portfolio that is fully diversified and lies on the efficient frontier. For any given return, no other portfolio has less risk, and for a given level of risk, no other portfolio provides superior returns.
An efficient portfolio most preferred by an investor because its risk/reward characteristics approximate the investor's utility function. A portfolio that maximizes an investor's preferences with respect to return and risk. ...
super-efficient portfolio A notion from portfolio theory.
super PAC bond A form of PAC bond that is structured to have less prepayment risk than an accompanying subordinate PAC bond.
Efficient portfolio A that provides the greatest for a given level of risk, or equivalently, the lowest risk for a given expected return.
efficient portfolio
portfolio that has a maximum expected returnfor any level of risk or a minimum level of risk for any expected return.
Tax Efficient Portfolios - Are investment holdings which have both trading profits and tax minimization impact as goals. These portfolios recognize that the subsequent payment of taxes reduces the investor's after tax returns.
An inefficient portfolio is an investment portfolio that delivers an expected return that is too low for the amount of risk taken on, or conversely, an investment portfolio that requires too much risk for a given expected return.
Markowitz efficient portfolio
Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.
Markowitz efficient set of portfolios ...
Inefficient portfolio Group of assets dominated by at least one other portfolio under the mean variance rule. For example, if A has both lower return and higher volatility than B, we say A is dominated by B.
inefficient portfolio A portfolio that delivers an expected return that is too low for the amount... inelasticity Opposite of elasticity.
Investment of certain proportions of a portfolio in certain industries. Sometimes called sector allocation.
Inefficient portfolio ...
How to Construct an Efficient Portfolio
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Any below the frontier are dominated by Markowitz efficient portfolios. Markowitz efficient portfolio Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.
Efficient portfolio A combination of investments offering the highest possible yield at a given level of risk or the minimum possible risk at a given yield level.
"An analytic derivation of the efficient portfolio frontier," Journal of Financial and Quantitative Analysis 7, September 1972, 1851-1872.
^ Brodie, De Mol, Daubechies, Giannone and Loris (2009). "Sparse and stable Markowitz portfolios".
According to the theory the overall market (the entire market of stocks and bonds and other risky assets) is the most efficient portfolio.
An approach to investment management which seeks to use statistical or numerical methods to create efficient portfolios, with the optimum risk/return trade-off.
Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.
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" An efficient portfolio, according to modern portfolio theory, is one that has the lowest risk for a given level of expected return. An underlying concept of modern portfolio theory is that greater risk is associated with higher expected returns.
Portfolio theory is the theory concerned with the formation of optimal or efficient portfolios of risky securities.
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An assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios: asset returns, variances, and covariances.
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Sharpe Ratio
A number measuring the reward-to-risk efficiency of an investment, used to create risk-efficient portfolios.
Homogeneous expectations assumption
An assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios: asset returns, variances, and covariances.
This separation line, made by perfectly broad-based and efficient portfolios, is called the Capital Market Line (CML). Investors who want to invest a portion of their wealth in a risk-free asset, place their mix in the part [Rf - P] of the line.
 See also: Expected return, Expense, Banks, Risky asset, Efficient frontier
  
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