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Efficient Frontier

Efficient Frontier

  • 大小:1.7M
  • 语言:英语
  • 类别:金融财务
  • 系统:ios
Efficient Frontier
Efficient Frontier
Modern Portfolio Theory (MPT) recognizes that investment returns also carry risks. When assembling a portfolio of risky assets, it is necessary to account for these two components as well as the correlation among the assets.

When risky assets are combined in a portfolio, the expected return of the portfolio, E(Rp) is the weighted average of the returns for each asset. If the asset returns are not perfectly correlated, the expected risk of the portfolio is somewhat more complicated. By convention, standard deviation, the square root of the variance, is a proxy for asset risk

The Efficient Frontier plots in risk-expected return space every possible combination of assets A, B, and C. The upper edge of the curve represents each outcome for which the portfolio return is maximized for a given level of portfolio risk.

The ‘blue star’ shows the return along the efficient frontier at the risk level selected by the slider. Additionally, the shares of assets A, B, and C for the portfolio that produced this point are displayed to the right of the graph.

版本: 2.2 | 更新时间: 17-07-25 展开更多

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Efficient Frontier评论

  • 1楼 华军网友 1420256175
    金融财务软件终于让我找到一款不错的软件,以后就认准Efficient Frontier了
  • 2楼 华军网友 1421626135
    不错,比有些金融财务强多了,非常简单实用!
  • 3楼 华军网友 1422753007
    这个Efficient Frontier2.2好用么,我看大小是1.7MB,跟前一个版本差别并不大

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