Minimum variance portfolio

The financial definition for Minimum variance portfolio:

The portfolio of risky assets with lowest variance.

Similar Matches

Characteristic portfolio

Characteristic portfolio
A portfolio which efficiently represents a particular asset characteristic. For a given characteristic, it is the minimum risk portfolio, with portfolio characteristic equal to 1. For example, the characteristic portfolio of asset betas is the benchmark. It is the minimum risk beta = 1 portfolio.

Complete portfolio

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

Duplicative portfolio

Duplicative portfolio
Mainly applies to derivative products. Basket of stocks that imitates the price movement of another set of securities (e.g., S&P 500 index).

Further Suggestions

Excess return on the market portfolio
Factor portfolio
Feasible set of portfolios
Hedged portfolio
Inefficient portfolio
Levered portfolio
Modern portfolio theory

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Minimum variance portfolio
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