efficientfrontierwikipedia

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the efficient parts of the ...

2023年6月28日 — The efficient frontier comprises investment portfolios that offer the highest expected return for a specific level of risk.

The portfolio P is the most efficient portfolio, as it lies on both the CML and Efficient Frontier, and every investor would prefer to attain this portfolio, P.

This theorem states that any portfolio on the efficient frontier can be generated by holding a combination of any two given portfolios on the frontier; the ...

The set of Pareto-optimal returns and risks is called the Pareto efficient frontier for the Markowitz portfolio selection problem. ... portfolio and the zero- ...

Harry Markowitz (1959) first described a method for constructing a portfolio with optimal risk/return characteristics. His portfolio optimization method finds ...

出自MBA智库百科(https://wiki.mbalib.com/). 有效集（Efficient set），也稱有效前沿或是效率前沿模型（The Efficient Frontier），有效邊界（efficient frontier） ...

-displaystyle w_A}^2}-sigma _A. 馬科維茨效率前緣（Markowitz Efficient Frontier）是所有最佳投資組合（Efficient Portfolio）的集合。效率前 ...