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Mean variance analysis |
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Mean variance analysisEvaluation of risky prospects based on the expected value and variance of possible outcomes.Mean variance analysis Similar MatchesVarianceVarianceA measure of how much an economic or statistical variable varies across values or observations. Its calculation is the same as that of the covariance, being the covariance of the variable with itself. Variance minimization approach to trackingVariance minimization approach to trackingAn approach to bond indexing that uses historical data to estimate the variance of the tracking error. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. VarianceVarianceThe difference between budgeted and actual costs. VarianceVarianceA measure of dispersion of a set of data points around their mean value. The mathematical expectation of the average squared deviations from the mean. The square root of the variance is the standard deviation. Further SuggestionsSerial covarianceVariance rule Comvariance Minimum variance frontier Portfolio variance Covariance Covariance Mean variance criterion |
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