Minimum variance portfolio

 

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Minimum variance portfolio

The portfolio of risky assets with lowest variance.



Minimum variance portfolio

Similar Matches

Portfolio

Portfolio

The entirety of the financial assets (and usually also liabilities) that an economic agent or group of agents owns.


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The expected retur../../finance-glossary/standard deviation pairs of all portfolios that can be constructed from a given set of assets.


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A portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk-free interest rate.


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