# Is there a published Efficient Risk-Reward  Frontier a la Markowitz?

**URL:** <https://boards.straightdope.com/t/is-there-a-published-efficient-risk-reward-frontier-a-la-markowitz/322919>\
**Category:** Factual Questions\
**Created:** [September 22, 2005, 5:52pm UTC](https://boards.straightdope.com/t/is-there-a-published-efficient-risk-reward-frontier-a-la-markowitz/322919 "2005-09-22T17:52:34Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![jebert](https://avatars.discourse-cdn.com/v4/letter/j/ec9cab/32.png) [@jebert](https://boards.straightdope.com/u/jebert)\
**Post date:** [September 22, 2005, 5:52pm UTC](https://boards.straightdope.com/t/is-there-a-published-efficient-risk-reward-frontier-a-la-markowitz/322919/1 "2005-09-22T17:52:34Z")

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Is there a published Efficient Risk-Reward Frontier a la Markowitz?  
According to Modern Portfolio Theory

[http://www.riskglossary.com/link/portfolio\_theory.htm](http://www.riskglossary.com/link/portfolio_theory.htm)

an optimal investment portfolio should sit on the efficient frontier of risk vs reward.

This prompts 2 questions.

1. Since there is no shortage of investment data, and the B schools churn out scads of MBAs to churn that data, I would think that an actual efficient frontier curve would be continually being calculated – say like the yield curve. However, I have not seen this curve in the popular press. Where is this curve published?

2. How can I compute the position of my own portfolio in the risk-return space? I’m sure you can see where I’m going here; I’d like to see how close my own portfolio comes to that efficient frontier.