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 MatchesPortfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. Minimum variance portfolioMinimum variance portfolioThe portfolio of risky assets with lowest variance. Variance 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. 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(xim(x))(yim(y)), where m(·) is the mean of the values in its argument. 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. Further SuggestionsvarianceVariance Mean variance analysis Comvariance Variance minimization approach to tracking Covariance Serial covariance Mean variance criterion 
