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 MatchesCovarianceCovarianceA 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. ComvarianceComvarianceAn analogue to covariance for three variables. For three variables x, y, and z with values xi, yi, zi, i=1,…,n, the comvariance is com(x,y,z) = Si=1…n(xim(x))(yim(y))(zim(z)), where m(·) is the mean of the values in its argument. Due to Deardorff (1982). 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. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. 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 SuggestionsMean variance criterionvariance Minimum variance portfolio Variance Mean variance analysis Variance minimization approach to tracking Variance rule Serial covariance 
