Visualisator Efficient Frontier

Pecahkan masalah mean-variance Markowitz pada keranjang 2-15 ticker. Lihat efficient frontier, MVP, portofolio tangen, dan Capital Market Line — semua dari data pasar live.

Visualizer Efficient Frontier

Optimisasi mean-variance Markowitz dengan data pasar live

Aset (2-15)

?SPY

?AGG

?GLD

?VEU

?BTC-USD

5/15

Periode

Posisi maks

Long only (tanpa short)Sertakan aset risk-free (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.

Setiap Lab didasarkan pada matematika buku teks standar (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

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