I was having a dinner conversation and showing some Sigma1 Financial images from this site on an Android phone to a UI developer.  I kept looking for a 3-D perspective plot, and soon realized that I hadn’t posted one yet!  How easily remedied:

 

This plot shows the objective space and the trade offs between return, variance, and semivariance. It contains the same information present in other example plots, but presented from a different perspective.

3-D Frontier of Optimizated Investment Portfolios
3-D Frontier of Optimized Investment Portfolios

Leave a Reply

Your email address will not be published. Required fields are marked *