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Why efficiency alone might not be enough

Article Abstract:

Modern portfolio theory produces vast numbers of portfolios, each maximizing expected returns for given risk levels. Choosing the wrong efficient portfolio can be costly and the problem is currently acute. However it is still possible to build portfolios with high expected returns, and those that enable risk to be reduced most efficiently are not those expected to post high returns. The least risky portfolio has a standard deviation of 4.7, a third lower than that on the All-Share index, and the riskiest comprises solely of a holding in British Aerospace, with dozens of portfolios in between.

Publisher: FT Business
Publication Name: Investors Chronicle
Subject: Business
ISSN: 0261-3115
Year: 1999

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Every which way but loose

Article Abstract:

Spread betting offers opportunities for investors, and the advantages of this investment vehicle include flexibility. The development of services for investors is also examined.

Author: Garrood, Andrew

Publisher: FT Business
Publication Name: Investors Chronicle
Subject: Business
ISSN: 0261-3115
Year: 2001

Economic aspects, Financial markets

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Subjects list: Analysis, Portfolio management

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