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. Any portfolios above the frontier cannot be achieved. Any below the frontier are dominated by Markowitz efficient portfolios. The New York Times Financial Glossary
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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. Any below the frontier are dominated by Markowitz efficient portfolios . Bloomberg Financial Dictionary

Financial and business terms. 2012.

Look at other dictionaries:

  • Markowitz Efficient Set — A set of portfolios with returns that are maximized for a given level of risk based on mean variance portfolio construction. The efficient solution set to a given set of mean variance parameters (a given riskless asset and a given risky basket of …   Investment dictionary

  • Markowitz efficient set of portfolios — The collection of all efficient portfolios, graphically referred to as the Markowitz efficient frontier. The New York Times Financial Glossary The collection of all efficient portfolios , which can be graphed as the Markowitz efficient frontier.… …   Financial and business terms

  • efficient frontier — The combinations of securities portfolios that maximize expected return for any level of expected risk, or that minimizes expected risk for any level of expected return. Pioneered by Harry Markowitz. Bloomberg Financial Dictionary …   Financial and business terms

  • efficient asset or efficient portfolio — An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets offers a higher expected return with the… …   Financial and business terms

  • efficient asset — or efficient portfolio An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets offers a higher… …   Financial and business terms

  • efficient portfolio — efficient asset or efficient portfolio An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets… …   Financial and business terms

  • Harry Markowitz — Infobox Scientist name = Harry Markowitz image size = 180px birth date = Birth date and age|1927|8|24|mf=y birth place = Chicago, Illinois, U.S. nationality = United States field = Finance work institution = Rady School of Management alma mater …   Wikipedia

  • Wirtschaftsnobelpreis 1990: Harry Max Markowitz — Merton Howard Miller — William Forsyth Sharpe —   Die drei amerikanischen Wirtschaftswissenschaftler wurden für ihre Leistungen auf dem Gebiet der Finanzierungs und Kapitalmarkttheorie ausgezeichnet.    Biografien   Harry Max Markowitz * Chicago 24. 8. 1927; ab 1952 Mitarbeiter bei der Rand… …   Universal-Lexikon

  • Граница эффективности Марковица — графическое изображение эффективного набора портфелей Марковица, представляющее собой границу ряда допустимых портфелей с максимальной для данного уровня риска доходностью. Портфели в области выше границы не могут быть составлены. Любой портфель …   Финансовый словарь

  • Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

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