Frontiers of portfolio sets from 19 equity investment funds (ETFs) and indices with 1-, 5-, and 10-year investment periods. Note: the numbers next to the asset names indicate the periods of investment in the portfolios fully (100%) consisting of those assets (1 year, 5 years and 10 years). Source: authors’ calculations based on Bloomberg data.

 
 
  Part of: Abramov A, Radygin A, Chernova M (2015) Long-term portfolio investments: New insight into return and risk. Russian Journal of Economics 1(3): 273-293. https://doi.org/10.1016/j.ruje.2015.12.001