Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial concept
|
| gptkbp:appliesTo |
Diversified portfolios
|
| gptkbp:basisFor |
gptkb:Sharpe_Ratio
gptkb:Capital_Market_Line Asset allocation |
| gptkbp:describes |
Optimal portfolios
|
| gptkbp:excludes |
Dominated portfolios
|
| https://www.w3.org/2000/01/rdf-schema#label |
Efficient Frontier
|
| gptkbp:introduced |
gptkb:Harry_Markowitz
|
| gptkbp:relatedTo |
gptkb:Modern_Portfolio_Theory
|
| gptkbp:shows |
Maximum expected return for given risk
Minimum risk for given expected return |
| gptkbp:usedIn |
Portfolio optimization
|
| gptkbp:visualizes |
Curve on risk-return graph
|
| gptkbp:bfsParent |
gptkb:Portfolio_Selection
gptkb:Portfolio_Management |
| gptkbp:bfsLayer |
6
|