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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 MatchesSerial covarianceSerial covarianceThe covariance between a variable and the lagged value of the variable; the same as autocorrelation. 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. VarianceVarianceThe difference between budgeted and actual costs. 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 SuggestionsVariance ruleCovariance Portfolio variance Mean variance analysis Mean variance criterion Comvariance Covariance Minimum variance portfolio |
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