"By using Connected Risk Intelligence, we can help clients identify the combination of solutions that move their overall risk finance portfolio to the
Efficient Frontier and exploit arbitrage opportunities along the way...
This paper calculates the
efficient frontier (EF) (1) and the capital market line (CML), using data from companies listed in PSI 20, considering two different periods: before and after the Global Financial Crisis.
Except, a limited few, most of them lie close to the
efficient frontier as evident from the scores being close to one (i.e, 100 Percent efficiency).
Prior to Interana, George developed
Efficient Frontier, a provider of optimizing multi-channel and auction-based digital advertising, which was acquired by Adobe in 2012.
According to our
Efficient Frontier model, we found that Base Metals performed very well with respect to its risk profile for the period from Jan 2009 to Dec 2016 (fig 1).
For Insurers, Performance Measures Based on
Efficient Frontier Analysis May Work Best
These tools are slightly improved versions of pioneering work in the 1950s and 1960s by Harry Markowitz (the
efficient frontier), William Sharpe and others (the capital asset pricing model), and Myron Gordon (the dividend discount model for valuing a firm).
Figure 4 shows all the solutions k (mixtures) in the criteria space with a rotated view to make easier the visualization of the
efficient frontier.
In the literature, Grist method tends to be used to define a normal vector on the
efficient frontier. The Project method is introduced as one of the reference point methods.