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 MatchesVariance 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(xim(x))(yim(y)), where m(·) is the mean of the values in its argument. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. CovarianceCovarianceA 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. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. Further SuggestionsSerial covarianceMean variance criterion variance Mean variance analysis Comvariance Variance Variance rule Variance 
