Portfolio opportunity set

Portfolio opportunity set

The expected return/standard deviation pairs of all portfolios that can be constructed from a given set of assets.

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.
References in periodicals archive ?
As the graphical representation of portfolio opportunity sets suggests, for all the types of investors considered--that is, non-biased, excessively optimistic and pessimistic agents the probability of ruin minimizing solution with the best expected payoff is a portfolio consisting fully of PLS products.
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