minimum-variance frontier

minimum-variance frontier
Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. Bloomberg Financial Dictionary

Financial and business terms. 2012.

Игры ⚽ Поможем сделать НИР

Look at other dictionaries:

  • Minimum-variance frontier — Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. The New York Times Financial Glossary …   Financial and business terms

  • Граница минимальной дисперсии — графическое изображение наиболее низкой дисперсии портфеля, которая может быть достигнута для ожидаемой доходности заданного портфеля. По английски: Minimum variance frontier См. также: Современная портфельная теория Финансовый словарь Финам …   Финансовый словарь

  • Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

  • Germany — /jerr meuh nee/, n. a republic in central Europe: after World War II divided into four zones, British, French, U.S., and Soviet, and in 1949 into East Germany and West Germany; East and West Germany were reunited in 1990. 84,068,216; 137,852 sq.… …   Universalium

  • India — /in dee euh/, n. 1. Hindi, Bharat. a republic in S Asia: a union comprising 25 states and 7 union territories; formerly a British colony; gained independence Aug. 15, 1947; became a republic within the Commonwealth of Nations Jan. 26, 1950.… …   Universalium

  • Pakistan — /pak euh stan , pah keuh stahn /, n. 1. Islamic Republic of, a republic in S Asia, between India and Afghanistan: formerly part of British India; known as West Pakistan from 1947 71 to distinguish it from East Pakistan (now Bangladesh).… …   Universalium

  • GEOGRAPHICAL SURVEY — Names The name Ereẓ Israel (the Land of Israel) designates the land which, according to the Bible was promised as an inheritance to the Israelite tribes. In the course of time it came to be regarded first by the Jews and then also by the… …   Encyclopedia of Judaism

  • Mixture model — See also: Mixture distribution In statistics, a mixture model is a probabilistic model for representing the presence of sub populations within an overall population, without requiring that an observed data set should identify the sub population… …   Wikipedia

  • education — /ej oo kay sheuhn/, n. 1. the act or process of imparting or acquiring general knowledge, developing the powers of reasoning and judgment, and generally of preparing oneself or others intellectually for mature life. 2. the act or process of… …   Universalium

  • North Africa — North African. the northern part of Africa, esp. the region north of the tropical rain forest and comprised of Morocco, Algeria, Tunisia, Libya, and that part of Egypt west of the Gulf of Suez. * * * Introduction       region of Africa comprising …   Universalium

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”