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 MatchesMinimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. ComvarianceComvarianceAn analogue to covariance for three variables. For three variables x, y, and z with values xi, yi, zi, i=1,…,n, the comvariance is com(x,y,z) = Si=1…n(xim(x))(yim(y))(zim(z)), where m(·) is the mean of the values in its argument. Due to Deardorff (1982). 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. VarianceVarianceA 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. Serial covarianceSerial covarianceThe covariance between a variable and the lagged value of the variable; the same as autocorrelation. Further SuggestionsVarianceMean variance criterion Covariance Variance rule Portfolio variance Covariance Mean variance analysis variance 
