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Definition of Efficient frontier
A graph representing a set of portfolios that maximizes
The combinations of securities portfolios that maximize expected return for any level of
The graphical depiction of the Markowitz efficient set of portfolios
The collection of all efficient portfolios, graphically referred to as the
A model for selecting an optimum investment portfolio,
A measurement of the extent to which the returns on a given stock move with stock market.
a measure of dispersion that indicates the degree of relative association existing between two variables
A measure of the goodness of fit of the relationship between the dependent and
a measure of dispersion that
a measure of risk used when the standard deviations for multiple projects are approximately
A standardized statistical measure of the dependence of two random variables,
A measure of the tendency of two variables to change values
A statistic in which the covariance is scaled to a
A market in which new information is very quickly reflected accurately in share
Financial markets in which security prices rapidly reflect all relevant information about asset values.
The organizing principle of modern portfolio theory, which maintains that any riskaverse
In general the hypothesis states that all relevant information is fully and
Efficient Markets Hypothesis
The hypothesis that securities are typically in equilibrium--that they are fairly priced in the sense that the price reflects all publicly available information on the security.
A portfolio that provides the greatest expected return for a given level of risk (i.e. standard
Information Coefficient (IC)
The correlation between predicted and actual stock returns, sometimes used to
a number (prefaced as a multiplier
Internally efficient market
Operationally efficient market.
Markowitz efficient portfolio
Also called a mean-variance efficient portfolio, a portfolio that has the highest
Mean-variance efficient portfolio
Related: Markowitz efficient portfolio
Graph of the lowest possible portfolio variance that is attainable for a given
Operationally efficient market
Also called an internally efficient market, one in which investors can obtain
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