Efficient frontier

Efficient frontier

The combinations of securities portfolios that maximize expected return for any level of expected risk, or that minimizes expected risk for any level of expected return. Pioneered by Harry Markowitz.

Markowitz Efficient Frontier

A graphical representation of the set of portfolios giving the highest level of expected return at different levels of risk. Harry Markowitz theorized that each level of risk contains one combination of assets giving the highest expected return. An efficient set of portfolios is represented as a line on a graph with risk as the x-axis and expected return as the y-axis; this representation is the Markowitz efficient frontier. See also: Markowitz Efficient Portfolio, Homogeneous Expectations Assumption.
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Compare portfolio allocations along the efficient frontier curve to illustrate the risk/return tradeoffs of various asset mixes
Figure 1 presents the efficient frontier of a mixed asset portfolio consisting of Shariah-compliant listed construction companies, KLSE Plantation and KLSE Consumer Products for the period of 1993 to 2013.
Efficient frontier theory identifies the case group with the highest seismic resistance among different unit construction costs.
Ultimately, the role of marketing strategy is not to stay within the efficient frontier but to stretch it north-westward, so that the investment portfolio can enjoy a higher return at a lower risk.
Afterwards, as valuations becomestretched in these sectors the capital allocator's step up the efficient frontier and embrace more "equity" like risk along the efficient frontier.
Each of API's Efficient Frontier Funds and Master Allocation Portfolios employ a powerful institutional investment management approach that is supported by sophisticated technology and research that covers the full range of asset categories world-wide.
recently served as chairman of search engine marketing company Efficient Frontier prior to its 2012 sale to Adobe for more than $400 million.
In the study, the correlation coefficient matrix and the efficient frontier were constructed using GPAS (Global Portfolio Analysis Service) Mean-Variance Optimizer, in order to gain a better understanding of the benefits of international portfolio diversification.
19 July 2011 -- Advertisers faced higher costs for placing their advertisement on Facebook, the web social network, in the second quarter, the Financial Times reports, citing findings of studies by marketing firms TBG Digital and Efficient Frontier.
Efficient Frontier also reported that the company didn't break the Facebook numbers though there was 40 percent cost per click growth in the marketplace.
Efficient Frontier, a company involved in online marketing, also recently expanded at 18 East 16th Street according to a source.
Efficient frontier is a particularly useful method of weighing up reward versus risk; it is now also sometimes touted as a project portfolio management solution.

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