Efficient Portfolio

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Efficient portfolio

A portfolio that provides the greatest expected return for a given level of risk (i.e., standard deviation), or, equivalently, the lowest risk for a given expected return.

Markowitz Efficient Portfolio

In Markowitz Portfolio Theory, a portfolio with the highest level of return at a given level of risk. One who carries such a portfolio cannot further diversify to increase the expected rate of return without accepting a greater amount of risk. Likewise one cannot decrease his/her exposure to risk without proportionately decreasing the expected return. A Markowitz efficient portfolio is determined mathematically and plotted on a chart with risk as the x-axis and expected return as the y-axis. See also: Markowitz efficient set of portfolios, Homogeneous expectations assumption.

efficient portfolio

A combination of investments that offer either the highest possible yield at a given risk level or the lowest possible risk at a given yield level. Although the concept of an efficient portfolio is important to understand, in practice it is more academic than practical.

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Capital Market Line Cartera eficiente Characteristic Portfolio CML Efficient Frontier Efficient Set Homogeneous Expectations Assumption Market Line Markowitz Efficient Frontier Markowitz Efficient Portfolio Markowitz Efficient Set of Portfolios MDA Mean-variance efficient portfolio Modern Portfolio Theory Multiple Discriminant Analysis Multiple-Discriminant Analysis Naive Diversification Optimal Portfolio Portafoglio efficiente			The first result indicates that in the presence of a riskless asset and information costs regarding the n risky assets in the economy, (i) there exists a unique pair of efficient portfolio known as mutual funds, and (ii) the return distribution on the risky fund is log-normal. An intertemporal capital asset pricing model under incomplete ... by Bellalah, Mondher; Wu, Zhen / International Journal of Business Design Efficient Portfolios Risk and return are related. Navigating volatility: concepts for investment success in turbulent ... by George, David / California CPA As could be expected from the risk-return structure and correlation characteristics, RE stocks dominate the efficient portfolio in all but the lowest return levels. Diversification benefits in the Finnish commercial property ... by Falkenbach, Heidi / International Journal of Strategic Property Management			effective procuring cause Effective Rate Effective Rate of Interest effective rental rate Effective Sale effective spread Effective Tax Rate effective yield Effet d'eviction Effet de commerce en eurodevises Effet de patrimoine Effeto di comodo Effets publics Effetto Effetto alone Efficiency efficiency apartment efficiency ratio Efficient Capital Market Efficient diversification Efficient Frontier Efficient Market Efficient Market Hypothesis Efficient Market Theory Efficient Markets Theory Efficient Portfolio Efficient Set Efficient surface Efficienza Efficienza marginale del capitale efflux EFIC Eficacia en funcion de los costos EFT EFTPOS EG Ege EGP egress Egyptian Pound EH EIFS Eigen kapitaal Eigendomsrecht Eigentumsurkunde Eighth Eighth[-ed] Einlosen Either-Or Order Either-Way Market Either/Or Facility			Efficient diversification Efficient Dominance Tree Construction Efficient Electrically-Small Antenna Efficient Energy Advisors Efficient estimator Efficient Fertilizer Use Efficient Fiber Optics Efficient Foodservice Response Efficient frontier Efficient Government Delivery Group Efficient Health Information Solutions Efficient Healthcare Consumer Response Efficient Hydrologic Tracer-Test Design Efficient Hyper Text Delivery Efficient Mail Submission & Delivery Efficient market Efficient market hypothesis Efficient market hypothesis Efficient Market Services, Inc. Efficient market theory Efficient market theory Efficient market theory Efficient market theory Efficient market theory Efficient markets Efficient Markets Hypothesis Efficient markets theory Efficient Networks Efficient polynomial time approximation scheme Efficient Portfolio Efficient Portfolio Frontier Efficient Portfolio Management Efficient Portfolios Efficient Pyramid Image Coder Efficient Reliable High Power Amplifier Efficient Review Efficient Second-order Minimization Efficient Securities Markets Institutional Development Efficient set Efficient Ship Machinery Arrangement Efficient Short Remote Operations Efficient Start-Stop Intelligent Drives with Adaptive Control Efficient Storage, Shipping, and Selection Efficient surface Efficient Technology Inc Efficient Transport Chains Efficient Transportation Decision-Making Efficient Transportation for the Community Efficient Water Use for Agricultural Production Efficient Windows Collaborative Efficient Wireless Communications and Networks Efficient XML Efficient, Programmable and Interchangeable Code System efficientia

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