<P> In modern portfolio theory , the efficient frontier ( or portfolio frontier ) is an investment portfolio which occupies the ' efficient ' parts of the risk - return spectrum . Formally , it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return . The efficient frontier was first formulated by Harry Markowitz in 1952 . </P>
<P> In modern portfolio theory , the efficient frontier ( or portfolio frontier ) is an investment portfolio which occupies the ' efficient ' parts of the risk - return spectrum . Formally , it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return . The efficient frontier was first formulated by Harry Markowitz in 1952 . </P>
what is the efficient frontier in portfolio theory
what is the efficient frontier in portfolio theory
an investment portfolio which occupies the ' efficient ' parts of the risk - return spectrum
an investment portfolio which occupies the ' efficient ' parts of the risk - return spectrum