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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 capital marketEfficient capital marketA market in which new information is very quickly reflected accurately in share prices. 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 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. Regression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. 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. Further SuggestionsInefficient portfolioCoefficient of Variation Information Coefficient (IC) Efficient frontier Efficient markets theory(EMT) Internally efficient market Earnings response coefficient efficient market theory Correlation coefficient Efficient market Operationally efficient market Minimum efficient scale Efficient market Gini Coefficient |
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