Efficient frontier: Difference between revisions

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imported>Doug Williamson
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* [[Feasible set]]
* [[Feasible set]]
* [[Inefficient portfolio]]
* [[Inefficient portfolio]]
[[Category:Investment]]

Latest revision as of 13:41, 30 June 2022

Portfolio analysis.

The efficient frontier represents portfolios which dominate all other possible portfolios by giving the maximum possible expected return, for the given variance of returns.

Therefore rational investors will always invest only in portfolios which lie on the efficient frontier.


See also