Minimum variance portfolio

 

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Minimum variance portfolio

The portfolio of risky assets with lowest variance.



Minimum variance portfolio

Similar Matches

Well diversified portfolio

Well diversified portfolio

A portfolio that includes a variety of securities so that the weight of any security is small. The risk of a well-diversified portfolio closely approximates the systematic risk of the overall market, and the unsystematic risk of each security has been diversified out of the portfolio.


Complete portfolio

Complete portfolio

The entire portfolio, including risky and risk-free assets.


Portfolio investment

Portfolio investment

The acquisition of portfolio capital. Usually refers to such transactions across national borders and/or across currencies.


Portfolio capital

Portfolio capital

Financial assets, including stocks, bonds, deposits, and currencies.


Portfolio internal rate of return

Portfolio internal rate of return

The rate of return computed by first determining the cash flows for all the bonds in the portfolio and then finding the interest rate that will make the present value of the cash flows equal to the market value of the portfolio.


Further Suggestions

portfolio
Levered portfolio
Replicating portfolio
Passive portfolio strategy
Portfolio flow
Structured portfolio strategy
Zero investment portfolio
Passive portfolio
Portfolio turnover rate
Portfolio approach
Diversified portfolio
Factor portfolio
Hedged portfolio
Feasible set of portfolios
Duplicative portfolio
Excess return on the market portfolio
Normal portfolio
Characteristic portfolio
Tilted portfolio
Portfolio variance
Inefficient portfolio
protected portfolio
Portfolio theory
Modern portfolio theory
Portfolio opportunity set


 
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