Optimal portfolio

Optimal portfolio

An efficient portfolio most preferred by an investor because its risk/reward characteristics approximate the investor's utility function. A portfolio that maximizes an investor's preferences with respect to return and risk.

Optimal Portfolio

A Markowitz efficient portfolio that best fits one's personal risk preference. A Markowitz efficient portfolio is the portfolio that has the highest possible potential return at a given level of risk. Thus, an optimal portfolio is the portfolio that considers the investor's own greed and/or how risk averse he/she is. A key difference between a Markowitz efficient portfolio and an optimal portfolio is the fact that, while a Markowitz efficient portfolio can be determined mathematically, an optimal portfolio is subjective.
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Medinol has been at the forefront of innovation for years, and thus is well positioned to deliver an optimal portfolio to the marketplace beginning with the introduction of their NIRxcell CoCr Stent System.
Each investment has an important role and is designed to complement and enhance other investment ideas to achieve an optimal portfolio.
Our goal also is not to completely drawdown on the open calls programmes but to create a balance and optimal portfolio for both thematic and non-thematic programmes.
The first order condition, which is the necessary and sufficient condition for the optimal portfolio solution, is: (4)
We define dominated funds as choices in the plan menu that have an optimal portfolio weight of less than 1% and that are more than fifty basis points more expensive than either (i) funds in the same style (17) offered in the menu or (ii) an average of similarly styled funds in the marketplace.
It is proposed to determine an optimal portfolio structure through restructuring, privatization, merger and absorption, to get rid of inefficient assets in traditional sectors and to create new enterprises in energy, metallurgy, chemical industry, tourism and "green industry"," he said.
From an analytical perspective, there Met heuristic new step in providing optimal portfolio that can combine fundamental analysis and application portfolio to be used dynamically.
OPTIMAL PORTFOLIO AND OPTIMALLY CONTROLLED FUNDING RATIO
This study examines the benefits of commodity future investments using optimal portfolio strategy within a mean variance framework and also determines how an investor's investment policy changes when the objective function is to maximize expected utility.
Advisors need to recognize the unique risk and return characteristics of life insurance that make it a legitimate, separate and distinct asset class with many non-conventional uses, such as in the construction of an optimal portfolio.
Activities include the development of an optimal portfolio model, events for dissemination and promotion, and meetings with investors.
While analysing investment portfolio efficiency lines in two-dimensional plane, we determine possible values of optimal portfolio, and, in turn, propose the selection of optimal portfolio, when its utility is measured according utility function depending on profitability and riskness in "risk-profitability plane".

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