The 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 is a picture showing the mix of investments that will give you the best return for the amount of risk you are willing to take on (or the mix of investments that will get you a certa [..]

The portion of the minimum-variance frontier beginning with the global minimum-variance portfolio and continuing above it; the graph of the set of portfolios offering the maximum expected return for their level of variance of return.

Definition The line on a risk-reward graph comprised of all efficient portfolios.

The mean-variance efficient portion of the investment opportunity set.

A statistical result from the analysis of the risk and return for a given set of assets that indicates the balance of assets that may, under certain assumptions, achieve the best return for a given le [..]

The collection of efficient points, see multiple objectives

The set of portfolios that maximize return for each level of risk.

The 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.