HomeDefinitionsCompareDebt Minimum variance frontierThe financial definition for Minimum variance frontier:Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. 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. Mean variance analysisMean variance analysisEvaluation of risky prospects based on the expected value and variance of possible outcomes. Mean variance criterionMean variance criterionThe 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. Further SuggestionsMinimum variance portfolioPortfolio variance Serial covariance Variance Variance minimization approach to tracking Variance rule Click to compare definitions of Minimum variance frontier Click to view definitions beginning mi |