Efficient set

Efficient set
Graph representing a set of portfolios that maximize expected return at each level of portfolio risk. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • efficient set — Graph representing a set of portfolios that maximize expected return at each level of portfolio risk. Bloomberg Financial Dictionary …   Financial and business terms

  • Markowitz Efficient Set — A set of portfolios with returns that are maximized for a given level of risk based on mean variance portfolio construction. The efficient solution set to a given set of mean variance parameters (a given riskless asset and a given risky basket of …   Investment dictionary

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  • set|up — «SEHT UHP», noun. 1. a) an arrangement, such as of apparatus or machinery: »But before Chicago can reap the benefits…of increased trade, it must practically rebuild its entire port setup (Newsweek). b) the arrangement of an organization: »an… …   Useful english dictionary

  • Set (computer science) — In computer science, a set is a collection (container) of certain values, without any particular order, and no repeated values. It corresponds with a finite set in mathematics. Disregarding sequence, and the fact that there are no repeated values …   Wikipedia

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  • Set TSP problem — In combinatorial optimization, the set TSP, also known as the, generalized TSP, group TSP, One of a Set TSP, Multiple Choice TSP or Covering Salesman Problem, is a generalization of the Traveling salesman problem (TSP), whereby it is required to… …   Wikipedia

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