Minimum variance frontier 


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Minimum variance frontierGraph of the lowest possible portfolio variance that is attainable for a given portfolio expected return.Minimum variance frontier Similar MatchesPortfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. Variance ruleVariance ruleSpecifies the permitted minimum or maximum quantity of securities that can be delivered to satisfy a TBA trade. For Ginnie Mae, Fannie Mae, and Freddie Mac passthrough securities, the accepted variance is plus or minus 2.499999 % per million of the par value of the TBA quantity. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. 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. Serial covarianceSerial covarianceThe covariance between a variable and the lagged value of the variable; the same as autocorrelation. Further SuggestionsComvarianceCovariance Covariance Mean variance analysis variance Mean variance criterion Variance Variance 
