# efficient portfolio

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**efficient portfolio**— efficient asset or efficient portfolio An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets… …2

**Efficient portfolio**— A portfolio that provides the greatest expected return for a given level of risk ( i.e. standard deviation), or equivalently, the lowest risk for a given expected return. The New York Times Financial Glossary …3

**efficient asset or efficient portfolio**— An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets offers a higher expected return with the… …4

**Efficient Portfolio Management**— ( EPM) The EPM regulations set out the ways in which certain types of unit trust may use derivatives. EPM requires that all derivatives positions of the trust are covered. Dresdner Kleinwort Wasserstein financial glossary …5

**Markowitz efficient portfolio**— Also called a mean variance efficient portfolio, a portfolio that has the highest expected return at a given level of risk. The New York Times Financial Glossary Also called a mean variance efficient portfolio, a portfolio that has the highest… …6

**Mean-variance efficient portfolio**— Related: Markowitz efficient portfolio …7

**mean-variance efficient portfolio**— Related: Markowitz efficient portfolio …8

**efficient asset**— or efficient portfolio An asset or portfolio of assets that earns the maximum possible return for its given level of risk. An asset or a portfolio of assets is considered to be efficient if no other asset or portfolio of assets offers a higher… …9

**portfolio theory**— A branch of financial economics associated with Harry M. Markowitz (born 1927) that analyzes the *diversification of *risk through the holding of a *portfolio of investments. A major assumption underlying portfolio theory is that investors are… …10

**Efficient-market hypothesis**— Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …11

**Efficient diversification**— The organizing principle of modern portfolio theory, which maintains that any risk averse investor will search for the highest expected return for any level of portfolio risk. The New York Times Financial Glossary …12

**efficient diversification**— The organizing principle of portfolio theory, which maintains that any risk averse investor will search for the highest expected return for any particular level of portfolio risk. Bloomberg Financial Dictionary …13

**portfolio theory**— The theory that rational investors are averse to taking increased risk unless they are compensated by an adequate increase in expected return. The theory also assumes that for any given expected return, most rational investors will prefer a lower …14

**portfolio theory**— The theory developed by H. M. Markowitz that rational investors are averse to taking increased risk unless they are compensated by an adequate increase in expected return. The theory also assumes that for any given expected return, most rational… …15

**portfolio**— 1. A combination of *securities or other investments. Portfolios can *diversify risk by containing assets with different risk profiles. *Portfolio theory analyzes the composition of efficient portfolios. 2. A bank’s list of its *loans to… …16

**Efficient set**— Graph representing a set of portfolios that maximize expected return at each level of portfolio risk. The New York Times Financial Glossary …17

**efficient set**— Graph representing a set of portfolios that maximize expected return at each level of portfolio risk. Bloomberg Financial Dictionary …18

**Modern portfolio theory**— Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …19

**Optimal portfolio**— An efficient portfolio most preferred by an investor because its risk/reward characteristics approximate the investor s utility function. A portfolio that maximizes an investor s preferences with respect to return and risk. The New York Times… …20

**optimal portfolio**— An efficient portfolio most preferred by an investor because its risk/reward characteristics approximate the investor s utility function. A portfolio that maximizes an investor s preferences with respect to return and risk. Bloomberg Financial… …