Mean-variance efficient portfolio

Mean-variance efficient portfolio
Related: Markowitz efficient portfolio
Related Terms: ...

Mean-variance efficient portfolio Related:
Medium-term note A corporate that is continuously offered to investors over a period of time by an agent of the .

Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.
Personal Finance Headlines
SEARCH: ...

Markowitz efficient portfolio Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk.

Portfolios can be analyzed in a mean-variance framework, with every investor holding the portfolio with the lowest possible return variance consistent with that investor's chosen level of expected return (called a mean-variance efficient ...

The optimizer found that a mean-variance efficient portfolio did not contain any allocation to hedge funds, largely because of the impact of performance fees.

The choice of the higher expected return portfolio for a given level of variance or the lower variance portfolio for a given expected return. Mean-variance efficient portfolio
Related: Markowitz efficient portfolio
Measurement error ...

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