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Efficient frontier |
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Efficient frontierThe 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.Efficient frontier Similar MatchesEarnings response coefficientEarnings response coefficientA measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements. Correlation coefficientCorrelation coefficientA standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables. Operationally efficient marketOperationally efficient marketMarket in which investors can obtain transactions services that reflect the true costs associated with furnishing those services. Also called an internally efficient market. Efficient capital marketEfficient capital marketA market in which new information is very quickly reflected accurately in share prices. Regression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. Further SuggestionsEfficient allocationInformation Coefficient (IC) Efficient set Coefficient of determination Efficient markets theory(EMT) Inefficient portfolio Coefficient of Variation Minimum efficient scale Efficient market Efficient diversification Efficient market Internally efficient market efficient market theory Gini Coefficient |
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