Efficient frontier

/ɪˈfɪʃənt frʌnˈtɪr/ noun

Definition

A curve showing the set of optimal portfolios that offer the highest expected return for each level of risk, or the lowest risk for each level of expected return. Portfolios on this frontier represent the best possible risk-return combinations available from a given set of assets.

Etymology

Combines 'efficient' from Latin 'efficere' meaning 'to accomplish' and 'frontier' from Old French 'frontiere' meaning 'boundary.' Introduced by Harry Markowitz in 1952 as part of Modern Portfolio Theory, representing the 'boundary' of optimal investment combinations.

Kelly Says

The efficient frontier is like a magical curve that shows you all the best possible investment recipes - every point on it represents a portfolio that gives you the maximum return for your chosen level of risk! What's fascinating is that any portfolio not on this frontier is suboptimal, meaning you could get better returns with the same risk or lower risk with the same returns.

Related Words

Explore More Words

Get the Word Orb API

Complete word intelligence in one call. Free tier — 50 lookups/day.