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Efficient frontier

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (i.e., the…

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Efficient frontier

Nodes14
Edges13
Triples16
Avg. degree1.86
Density0.142857
Components1

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Efficient frontier

Top relations

related to Minimum-variance and tangency portfolios · 7
Efficient frontier → Corporate Finance Institute, In, Markowitz, MPT, On, The, When
related to overview · 5
Efficient frontier → All, Here, If, In, The
see also · 1
Efficient frontier → Markowitz

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Important terminology

efficient frontier portfolio risk return assets portfolios set standard markowitz expected risk-free asset deviation model minimum-variance see combination possible risky

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
model instability whereinstance ofhas been susceptible to issues0.80text
for exampleinstance ofhas been susceptible to issues0.80text
the reference assets have a high degree of correlationinstance ofhas been susceptible to issues0.80text
Efficient frontierrelated to Minimum-variance and tangency portfoliosOn0.60section
Efficient frontierrelated to Minimum-variance and tangency portfoliosCorporate Finance Institute0.60section
Efficient frontierrelated to Minimum-variance and tangency portfoliosWhen0.60section
Efficient frontierrelated to Minimum-variance and tangency portfoliosMarkowitz0.60section
Efficient frontierrelated to Minimum-variance and tangency portfoliosIn0.60section
Efficient frontierrelated to Minimum-variance and tangency portfoliosThe0.60section
Efficient frontierrelated to Minimum-variance and tangency portfoliosMPT0.60section
Efficient frontierrelated to overviewHere0.60section
Efficient frontierrelated to overviewIn0.60section

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    Min side: 3
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