Efficient portfolio: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Layout & link with Return page.) |
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''Portfolio analysis''. | ''Portfolio analysis''. | ||
An efficient portfolio is one which lies on the efficient frontier. In other words an efficient portfolio has either higher expected return than all others of equal risk, or lower risk for equal expected return. | An efficient portfolio is one which lies on the efficient frontier. | ||
In other words an efficient portfolio has either higher expected return than all others of equal risk, or lower risk for equal expected return. | |||
Efficient portfolios are said to 'dominate' other relatively inefficient portfolios. | Efficient portfolios are said to 'dominate' other relatively inefficient portfolios. | ||
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* [[Inefficient portfolio]] | * [[Inefficient portfolio]] | ||
* [[Portfolio]] | * [[Portfolio]] | ||
* [[Return]] | |||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
[[Category:Financial_risk_management]] | [[Category:Financial_risk_management]] | ||
Revision as of 10:35, 22 July 2017
Portfolio analysis.
An efficient portfolio is one which lies on the efficient frontier.
In other words an efficient portfolio has either higher expected return than all others of equal risk, or lower risk for equal expected return.
Efficient portfolios are said to 'dominate' other relatively inefficient portfolios.
