|
|
Variance rule |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Variance 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 pass-through securities, the accepted variance is plus or minus 2.499999 % per million of the par value of the TBA quantity.Variance rule Similar MatchesSerial covarianceSerial covarianceThe covariance between a variable and the lagged value of the variable; the same as autocorrelation. Minimum variance frontierMinimum variance frontierGraph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. Mean variance analysisMean variance analysisEvaluation of risky prospects based on the expected value and variance of possible outcomes. Portfolio variancePortfolio varianceWeighted sum of the covariance and variances of the assets in a portfolio. Variance minimization approach to trackingVariance minimization approach to trackingAn approach to bond indexing that uses historical data to estimate the variance of the tracking error. Further SuggestionsCovariancevariance Variance Comvariance Variance Minimum variance portfolio Mean variance criterion Covariance |
|
|
|