HomeDefinitionsCompareDebt Mean variance criterionThe financial definition for Mean variance criterion:The selection of portfolios based on the means and variances of their returns. The choice of the higher expected return portfolio for a given level of variance or the lower variance portfolio for a given expected return. Similar MatchesMaximum expected return criterion (MERC)Maximum expected return criterion (MERC)Standard that one choose the asset with the highest anticipated return. Maximum return criterion (MRC)Maximum return criterion (MRC)Standard that one choose the asset with the highest return. Click to compare definitions of Mean variance criterion Click to view definitions beginning me |