Opportunity set

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.
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This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong emphasis on index liquidity, investability and replicability.
As a result, until recently none of these firms had an appetite or the budget to venture beyond their already-committed, and perhaps too extensive, shale plays, even though the opportunity set in conventional wells offered increasingly higher returns.
This initiative marks another step in Blenheim's strategic renewal which involves new product offerings, a re-emphasis on commodity trading, and generally more flexible arrangements with investors to address a burgeoning opportunity set in commodities.
Further, expanding the investment opportunity set to include, for example, high-yield debt and a greater allocation to emerging market equity could help enhance expected return.
Looking at the difference between third and first quartile sector returns to remove outliers and obtain more comparable statistics also shows a similar pattern - the long-term downward trend in the opportunity set for sector selection remains intact for the moment.
solar energy sector is as attractive an opportunity set as it has ever been, and we are entering the space through a company that we see as a leader within its peer group.
We believe that the US opportunity set is extremely attractive as it is the largest and most liquid market worldwide.
Founded in 2007 as a private equity firm focused on revitalizing distressed assets, Fundamental invests in a range of vehicles that capitalize on the growing opportunity set in the municipal market.
If we exclude nine from the top ten largest companies that give rise to this concentration concern, we are still left with an opportunity set of 135 stocks.
Green doubled the home lead with an equally precise header from Josh Cogley's deep cross before wildly miscuing an opportunity set up by Zigic.
Those asset classes are just mixed in different proportions, with varying directional exposures, in order to expand the opportunity set and to fine-tune risk.