Optimal portfolio

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. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • optimal portfolio — 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. Bloomberg Financial… …   Financial and business terms

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  • Modern Portfolio Theory - MPT — A theory on how risk averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. Also called portfolio theory or portfolio… …   Investment dictionary

  • Оптимальный портфель — (OPTIMAL PORTFOLIO) допустимый портфель, являющийся наиболее предпочтительным для инвестора. Этот портфель определяется точкой касания эффективного множества и кривой безразличия инвестора …   Финансовый глоссарий

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