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Efficient set |
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Efficient setGraph representing a set of portfolios that maximize expected return at each level of portfolio risk.Efficient set Similar MatchesEfficient frontierEfficient 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. Earnings response coefficientEarnings response coefficientA measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements. Efficient diversificationEfficient diversificationThe organizing principle of modern portfolio theory, which maintains that any risk-averse investor will search for the highest expected return for any particular level of portfolio risk. Minimum efficient scaleMinimum efficient scaleThe smallest output of a firm consistent with minimum average cost. In small countries, in some industries the level of demand in autarky is not sufficient to support minimum efficient scale. Coefficient of VariationCoefficient of VariationA measure of investment risk that defines risk as the standard deviation per unit of expected return. Further SuggestionsCorrelation coefficientEfficient allocation Coefficient of determination Efficient capital market Information Coefficient (IC) Gini Coefficient efficient market theory Operationally efficient market Efficient market Efficient market Internally efficient market Inefficient portfolio Efficient markets theory(EMT) Regression coefficient |
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