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Markowitz efficient set of portfolios

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Markowitz efficient set of portfolios
The collection of all efficient portfolios, graphically referred to as the Markowitz efficient frontier. ...

 


Markowitz efficient set of portfolios
Definition: [crh] The collection of all efficient portfolios, which can be graphed as the Markowitz efficient frontier.

Markowitz efficient frontier The graphical depiction of the Markowitz efficient set of portfolios representing the boundary of the set of feasible portfolios that have the maximum return for a given level of risk.

Related: naive diversification Markowitz efficient frontier The graphical depiction of the Markowitz efficient set of portfolios representing the boundary of the set of feasible portfolios that have the maximum return for a given level of risk.

The graphical depiction of the Markowitz efficient set of portfolios
representing the boundary of the set of feasible portfolios that have the maximum return for a given level of
risk. Any portfolios above the frontier cannot be achieved.

See also: Efficient set, Efficient portfolio, Efficient frontier, Markowitz efficient frontier, Expected return

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