Efficient frontier visualizes optimal portfolios by balancing returns with risk. Portfolios right of the efficient frontier yield poorer returns for higher risk. Robo-advisors use this model to ...

I use a form of the Efficient Frontier (EF) from Modern Portfolio Theory that allocates non-negative weights to a proposed portfolio. Using FAANG as a metric, the returns on test ‘portfolios’ since ...

The efficient frontier is defined as the set of portfolios which maximizes expected return for a given level of risk. The theory was developed by Nobel laureate and economist, Harry Markowitz, and has ...