|
|
Minimum variance frontier |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Minimum variance frontierGraph of the lowest possible portfolio variance that is attainable for a given portfolio expected return.Minimum variance frontier 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 measure of the extent to which two economic or statistical variables move up and down together. For two variables x and y with values xi, yi, i=1,…,n, the covariance is cov(x,y) = Si=1…n(xi-m(x))(yi-m(y)), where m(·) is the mean of the values in its argument. 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 SuggestionsVarianceMean variance criterion Covariance Minimum variance portfolio Serial covariance Comvariance Mean variance analysis Variance rule |
|
|
|