Minimum variance frontier


 

Home
Site Map
Add Term
Search
About Us
Contributors

Minimum variance frontier

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



Minimum variance frontier

Similar Matches

Variance

Variance

The difference between budgeted and actual costs.


Variance minimization approach to tracking

Variance minimization approach to tracking

An approach to bond indexing that uses historical data to estimate the variance of the tracking error.


Minimum variance portfolio

Minimum variance portfolio

The portfolio of risky assets with lowest variance.


Variance rule

Variance rule

Specifies 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 pass-through securities, the accepted variance is plus or minus 2.499999 % per million of the par value of the TBA quantity.


Serial covariance

Serial covariance

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


Further Suggestions

Mean variance criterion
Covariance
Comvariance
Variance
Mean variance analysis
Variance
Portfolio variance
Covariance


 
All rights Reserved. Do not copy without permission.