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 ruleVariance ruleSpecifies the permitted minimum or maximum quantity of securities that can be delivered to satisfy a TBA trade. For Ginnie Mae, Fannie Mae, and Freddie Mac passthrough securities, the accepted variance is plus or minus 2.499999 % per million of the par value of the TBA quantity. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. 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. 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 SuggestionsvarianceMean variance criterion Comvariance Variance minimization approach to tracking Variance Covariance Serial covariance Portfolio variance 
