Minimum variance frontier

 

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Minimum variance frontier

Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return.



Minimum variance frontier

Similar Matches

Minimum variance portfolio

Minimum variance portfolio

The portfolio of risky assets with lowest variance.


Variance

Variance

The difference between budgeted and actual costs.


Covariance

Covariance

A 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.


Portfolio variance

Portfolio variance

Weighted sum of the covariance and variances of the assets in a portfolio.


Serial covariance

Serial covariance

The covariance between a variable and the lagged value of the variable; the same as autocorrelation.


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Mean variance analysis
Covariance
Mean variance criterion
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Comvariance


 
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