File:Goals Based Portfolios vs the Efficient Frontier.jpg
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Goals_Based_Portfolios_vs_the_Efficient_Frontier.jpg (741 × 503 pixels, file size: 58 KB, MIME type: image/jpeg)
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[edit]DescriptionGoals Based Portfolios vs the Efficient Frontier.jpg |
English: Goals-based optimization results in investment portfolios that may or may not lie on the mean-variance efficient frontier. When a goal is valued highly enough it receives a capital allocation sufficient to keep it on the frontier (A and B in the picture). However, when the goal is more aspirational (and valued less) the portfolio departs from the frontier in favor of high-variance investments. In this example, portfolio C is fully funded and therefore allocated to the risk-free asset. Though not necessarily mean-variance efficient, goals-based portfolios will generate portfolios with higher probabilities of goal achievement than mean-variance portfolios. |
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Source | Own work |
Author | Fjparker |
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current | 19:09, 23 July 2020 | 741 × 503 (58 KB) | Fjparker (talk | contribs) | Uploaded own work with UploadWizard |
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