Visualizador de Frontera Eficiente

Resuelva el problema de media-varianza de Markowitz en cualquier cesta de 2-15 tickers. Vea la frontera eficiente, el MVP, el portafolio tangente y la Línea del Mercado de Capitales — todo con datos de mercado en vivo.

Efficient Frontier Visualizer

Markowitz mean-variance optimization with live market data

Assets (2-15)

?SPY

?AGG

?GLD

?VEU

?BTC-USD

5/15

Period

Max position

Long only (no shorts)Include risk-free asset (CML)

Markowitz showed that for any given level of risk, exactly one portfolio offers the highest expected return. The set of all such portfolios forms the efficient frontier - a curve in σ vs. E(r) space. Every rational investor should hold a portfolio ON the frontier, never below it. The exact point you choose depends on your risk tolerance.

Cada Lab se basa en matemáticas estándar de libros de texto (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.