MARKOWITZ EFFICIENT FRONTIER


Meaning of MARKOWITZ EFFICIENT FRONTIER in English

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 .

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.