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Investing Glossary:
Markowitz efficient frontier
Copyright 2009,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
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| Term: |
| Markowitz efficient frontier
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| Definition: |
| The graphical depiction of the Markowitz Efficient set of portfolios representing the boundary of the set of feasible portfolios that have the maximum Return for a given level of risk. Any portfolios above the frontier cannot be achieved. Any below the frontier are dominated by Markowitz efficient portfolios.
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