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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 MatchesMinimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. VarianceVarianceThe difference between budgeted and actual costs. 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. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. Serial covarianceSerial covarianceThe covariance between a variable and the lagged value of the variable; the same as autocorrelation. Further SuggestionsMean variance analysisCovariance Mean variance criterion Variance rule Variance Variance Variance minimization approach to tracking Comvariance |
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