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Efficient frontier

The financial definition for Efficient frontier:

The combinations of securities portfolios that maximize expected return for any level of expected risk, or that minimizes expected risk for any level of expected return. Pioneered by Harry Markowitz.




Similar Matches

Coefficient of determination

Coefficient of determination
A measure of the goodness of fit of the relationship between the dependent and independent variables in a regression analysis; for instance, the percentage of variation in the return of an asset explained by the market portfolio return. Also known as R-square.


Coefficient of Variation

Coefficient of Variation
A measure of investment risk that defines risk as the standard deviation per unit of expected return.


Correlation coefficient

Correlation coefficient
A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables.


Further Suggestions

Earnings response coefficient
Efficient capital market
Efficient diversification
Efficient market
Efficient markets theory(EMT)
Efficient set
Inefficient portfolio


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