Resampled efficient frontier

Resampled efficient frontier is a technique in investment portfolio construction under modern portfolio theory to use a set of portfolios and then average them to create an effective portfolio. This will not necessarily be the optimal portfolio, but a portfolio that is more balanced between risk and the rate of return.

Source: Wikipedia — Resampled efficient frontier (CC BY-SA 4.0)

Resampled efficient frontier

Resampled efficient frontier is a technique in investment portfolio construction under modern portfolio theory to use a set of portfolios and then average them to create an effective portfolio. This will not necessarily be the optimal portfolio, but a portfolio that is more balanced between risk and the rate of return.

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Source: Wikipedia "Resampled efficient frontier" · CC BY-SA 4.0

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