Markowitz Efficient Set
The Markowitz efficient set is all of the portfolios on the efficient frontier, or those that generate the largest return for a given risk level. The mean-variance and subsequent efficient set theory at one time revolutionized portfolio management, and remains a core lecture in any economist's university years. The theory of mean-variance portfolios lead to the capital asset pricing model, and is still a vital component of professional money management today.
Investment dictionary. Academic. 2012.
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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
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… … 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
Эффективный набор портфелей Марковица — набор эффективных портфелей, графически обозначаемый как эффективная граница Марковица. По английски: Markowitz efficient set of portfolios См. также: Современная портфельная теория Финансовый словарь Финам … Финансовый словарь
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