|
|
Minimum variance frontier |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Minimum variance frontierGraph of the lowest possible portfolio variance that is attainable for a given portfolio expected return.Minimum variance frontier Similar MatchesMean variance analysisMean variance analysisEvaluation of risky prospects based on the expected value and variance of possible outcomes. 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. Variance minimization approach to trackingVariance minimization approach to trackingAn approach to bond indexing that uses historical data to estimate the variance of the tracking error. CovarianceCovarianceA measure of the extent to which two economic or statistical variables move up and down together. For two variables x and y with values xi, yi, i=1,…,n, the covariance is cov(x,y) = Si=1…n(xi-m(x))(yi-m(y)), where m(·) is the mean of the values in its argument. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. Further SuggestionsComvarianceVariance Variance rule Serial covariance variance Variance Portfolio variance Covariance |
|
|
|