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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 MatchesVarianceVarianceThe difference between budgeted and actual costs. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. 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. CovarianceCovarianceA statistical measure of the degree to which random variables move together. A positive covariance implies that one variable is above (below) its mean value when the other variable is above (below) its mean value. Serial covarianceSerial covarianceThe covariance between a variable and the lagged value of the variable; the same as autocorrelation. Further SuggestionsVarianceCovariance Minimum variance portfolio Mean variance criterion Minimum variance frontier Variance Comvariance Variance rule |
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