Portfolio opportunity set(redirected from Portfolio Opportunity Sets)
Portfolio opportunity set
The expected return/standard deviation pairs of all portfolios that can be constructed from a given set of assets.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
Portfolio Opportunity Set
Given a set of assets, the total number of portfolios that can be constructed at different levels of risk and expected returns. The portfolio opportunity set helps an investor construct a portfolio with the assets he/she has at his/her risk tolerance.
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