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 MatchesCovarianceCovarianceA statistical measure of the degree to which random variables move together. A positive covariance implies that one variable is above (below) its mean value when the other variable is above (below) its mean value. 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. 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(xim(x))(yim(y)), where m(·) is the mean of the values in its argument. Mean variance analysisMean variance analysisEvaluation of risky prospects based on the expected value and variance of possible outcomes. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. Further SuggestionsMean variance criterionMinimum variance portfolio Serial covariance variance Variance Comvariance Variance minimization approach to tracking Variance rule 
