Minimum variance frontier

 

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Minimum variance frontier

Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return.



Minimum variance frontier

Similar Matches

Mean variance analysis

Mean variance analysis

Evaluation of risky prospects based on the expected value and variance of possible outcomes.


Mean variance criterion

Mean variance criterion

The selection of portfolios based on the means and variances of their returns. The choice of the higher expected return portfolio for a given level of variance or the lower variance portfolio for a given expected return.


Variance

Variance

A 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 tracking

Variance minimization approach to tracking

An approach to bond indexing that uses historical data to estimate the variance of the tracking error.


Minimum variance portfolio

Minimum variance portfolio

The portfolio of risky assets with lowest variance.


Further Suggestions

Portfolio variance
Covariance
Serial covariance
Variance
Covariance
Comvariance
variance
Variance rule


 
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