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

Portfolio variance

Portfolio variance

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


Mean variance criterion

Mean variance criterion

The 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.


Mean variance analysis

Mean variance analysis

Evaluation of risky prospects based on the expected value and variance of possible outcomes.


Variance

Variance

The difference between budgeted and actual costs.


Minimum variance portfolio

Minimum variance portfolio

The portfolio of risky assets with lowest variance.


Further Suggestions

Variance rule
Covariance
Variance
Comvariance
Variance
Serial covariance
Variance minimization approach to tracking
Covariance


 
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