Opportunity set

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Opportunity set

The possible expected return and standard deviation pairs of all portfolios that can be constructed from a given set of assets.

Opportunity Set

The set of all possible portfolios that one may construct from a given set of assets. One may construct both high- and low-risk portfolios from an opportunity set. Presenting an investor with an opportunity set may help him/her in making investment decisions. According to Markowitz Portfolio Theory, all things being equal, an investor will choose a portfolio with the highest possible return at the level of risk he/she is able to accept.
References in periodicals archive ?
Our opportunity sets are non-agency mortgages and corporate structured credit, both inefficient markets, where our proprietary analytics provide a unique advantage in finding undervalued optionality.
He added "We aim to intensify the participation o Bahraini businesses in such international exhibitions, in order to provide them with extended opportunity sets and serve invigorate their performance".
One of the great value managers, Seth Klarman of Baupost, puts it this way: " To T assume the investment opportunity sets.
The purchase of these assets fits the strategy of acquiring properties with multipay, liquids-rich opportunity sets.
There are three broad types of opportunity sets for these agents; 1.
This paper examines the relationship between the level of investment opportunity sets and managers' accounting choices in Japanese firms from 1990 to 1998.
They have preferences over how to use the earnings and the created opportunity sets of their children.
However, because it is possible that our proxies for investment opportunities do not adequately capture the variation that truly exists in investment opportunity sets across property-liability insurers, any conclusions regarding this variable should be made with caution.
This study is concerned with the appropriateness of modeling simplifications used to characterize banks' investment opportunity sets and access to equity financing.
The current study provides up-to-date evidence concerning the relationship between the structure of executive compensation packages and firms' investment opportunity sets by exploiting data that have recently become available as a result of new SEC requirements concerning executive compensation reporting in corporate proxy statements.
This methodology more effectively reflects the evolving views on style definition and segmentation in the international markets and provides an improved representation of the opportunity sets for global style managers.
Jarret Cohen, Head of Private Real Estate at Fir Tree, described the firm's approach: "We have a broad mandate to find value, so we try to be flexible as opportunity sets change.