Portfolio set with an investment period of T years in risk (σ, %) and return (r, %) coordinates. Note: the ‘Full Diversification’ portfolio is marked with a white square. 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