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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 MatchesInternally efficient marketInternally efficient marketSee: Operationally efficient market Efficient allocationEfficient allocationAn allocation that it is impossible unambiguously to improve upon, in the sense of producing more of one good without producing less of another. Gini CoefficientGini CoefficientA measure of income inequality within a population, ranging from zero for complete equality, to one if one person has all the income. It is defined as the area between the Lorenz Curve and the diagonal, divided by the total area under the diagonal. Coefficient of determinationCoefficient of determinationA measure of the goodness of fit of the relationship between the dependent and independent variables in a regression analysis; for instance, the percentage of variation in the return of an asset explained by the market portfolio return. Also known as R-square. Efficient capital marketEfficient capital marketA market in which new information is very quickly reflected accurately in share prices. Further SuggestionsEfficient marketEfficient diversification Efficient markets theory(EMT) Inefficient portfolio Information Coefficient (IC) efficient market theory Correlation coefficient Coefficient of Variation Regression coefficient Earnings response coefficient Efficient market Minimum efficient scale Efficient set Operationally efficient market |
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