Feasible portfolio

Feasible portfolio

A portfolio that an investor can construct, given the assets available.
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An admissible portfolio [pi](*) is said to be a feasible portfolio for (6) if it satisfies the constraints in (6) and then (6) is said to be feasible.
Finally, if [beta] [greater than] 0 and investors set t[greater than]0, then fund managers will select the feasible portfolio with the highest expected return and variance.
where f(s + x) is a risk measure of the portfolio s + x and M is the set of feasible portfolios restricted by some practical constraints which will be discussed in the following subsections.