File:Pareto Efficient Frontier for the Markowitz Portfolio selection problem..png
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Summary
| Description |
English: The problem consists of selecting a set of assets and choosing the share of investment dedicated to each asset, in order to follow the investor's desires regarding return and risk.
The classic and seminal approach to this problem is due to Markowitz (1952). The plot shows the results of optimizing 225 stocks by using the LIONsolver software, Pareto-optimal solutions are red. ( created with http://LIONsolver.com ) |
| Date | |
| Source | Own work |
| Author | Marcuswikipedian |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 17:36, 29 February 2012 | | 1,392 × 936 (36 KB) | Marcuswikipedian |
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