Markowitz efficient set of portfolios

Markowitz efficient set of portfolios
The collection of all efficient portfolios, graphically referred to as the Markowitz efficient frontier. The New York Times Financial Glossary
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The collection of all efficient portfolios , which can be graphed as the Markowitz efficient frontier. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • 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

  • 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… …   Financial and business terms

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