A set of portfolios which provides the highest returns on a given level of risk. The efficient set is proposed by Harry Markowitz and he theorizes that at given level of risk, there is a set of assets which maximizes a portfolio's return. The efficient set is represented as a line on graph where the x-axis represents the risk and the y-axis represents the expected return.
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Markowitz Efficient Set A set of portfolios with returns that are maximized for a given level of risk based on mean-variance portfolio.
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Similar financial terms. Markowitz efficient portfolio. Also called a mean-variance efficient portfolio, a portfolio that has the highest expected return at a given level ...