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Extreme Events – Figure 5.1a: Illustrative efficient portfolio analysis: (a) Illustrative efficient frontier (including risks and returns of individual asset categories)

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SmartChart version:

 

Not available (although please note that there is a Nematrian web service function that does create such a plot, i.e. MnPlotQuadraticEfficientFrontier and also an example spreadsheet that can be used to do so, see here)

 

Variant used in book:

 

Pictures/ExtremeEvents5_1a.jpg

Source: Nematrian, Merrill Lynch, Bloomberg. Copyright (c) Nematrian (2010)

 


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