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 MatchesPortfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. 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). Mean variance criterionMean variance criterionThe 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. 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. Mean variance analysisMean variance analysisEvaluation of risky prospects based on the expected value and variance of possible outcomes. Further SuggestionsSerial covarianceCovariance variance Variance Variance rule Variance minimization approach to tracking Minimum variance portfolio Covariance 
