Markowitz efficient frontier
The graphical depiction of the Markowitz efficient set of portfolios representing the boundary of the set of feasible portfolios that have the maximum return for a given level of risk. Any portfolios above the frontier cannot be achieved. Any below the frontier are dominated by Markowitz efficient portfolios.
Nearby TermsMarkovian Dependence Markowitz diversification Markowitz efficient frontier Markowitz efficient portfolio Markowitz efficient set of portfolios
Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University