释义 |
Opportunity set Opportunity setThe possible expected return and standard deviation pairs of all portfolios that can be constructed from a given set of assets.Opportunity SetThe set of all possible portfolios that one may construct from a given set of assets. One may construct both high- and low-risk portfolios from an opportunity set. Presenting an investor with an opportunity set may help him/her in making investment decisions. According to Markowitz Portfolio Theory, all things being equal, an investor will choose a portfolio with the highest possible return at the level of risk he/she is able to accept. |