Minimum-Variance Portfolio
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Minimum-variance portfolio

The portfolio of risky assets with lowest variance.

Minimum-Variance Portfolio

A portfolio of individually risky assets that, when taken together, result in the lowest possible risk level for the rate of expected return. Such a portfolio hedges each investment with an offsetting investment; the individual investor's choice on how much to offset investments depends on the level of risk and expected return he/she is willing to accept. The investments in a minimum variance portfolio are individually riskier than the portfolio as a whole. The name of the term comes from how it is mathematically expressed in Markowitz Portfolio Theory, in which volatility is used as a replacement for risk, and in which less variance in volatility correlates to less risk in an investment.

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No references found			[FIGURE 14 OMITTED] MINIMUM VARIANCE PORTFOLIO To compute the minimum variance portfolio select the Portfolio worksheet and go to Tools>Solver. The case of simulating the choices of money mangers by applying ... by Bai, Lihui; Dow, Benjamin, III; Newsom, Paul / Journal of Economics and Economic Education Research [15] Theorem 4 will play a crucial role in our analysis because it allows us to compute the minimum variance portfolios without deriving correlations within the set of available PCS options. HOW FINANCIAL THEORY APPLIES TO CATASTROPHE-LINKED DERIVATIVES--AN ... by Balbas, Alejandro; Longarela, Inaki R.; Lucia, Julio J. / Journal of Risk and Insurance bond portfolio, which is the minimum variance portfolio for the unhedged portfolio frontier. The role of currency derivatives in international diversified ... by Abken, Peter A.; Shrikhande, Milind M. / Economic Review (Atlanta, Ga.)			mineral rights Mini Manipulation Mini Perm Mini-Manipulation Mini-Sized Dow Option Mini-Tender Offer mini-warehouse Minicoupon Bond Minimo Minimo margen tolerado Minimo tabellare Minimum Down Payment Minimum Finance Charge Minimum Investment minimum lot area Minimum Maintenance Minimum Margin Minimum Price Contract Minimum Price Fluctuation minimum property requirements Minimum Purchases minimum rent Minimum Required Distribution Minimum Tax Minimum Tick Minimum Variance Portfolio Minimum-Variance Frontier Minimum-Variance Portfolio Ministry of Foreign Economic Relations and Trade Ministry of Health and Welfare Ministry of Posts and Telecommunications Minneapolis Grain Exchange minor Minor Bracket Minority Interest Minority Shareholder Minority Squeeze-Out Mint of Finland Mint of Norway Minus minus (m) Minus Tick Minutes MIP MIPS Mirror Fund Mirror Voting Mischkonzern Mise de fonds Mise de fonds intial Misery Index			Minimum Transmission Bias Minimum Transmit Energy Minimum Triggering Level Minimum Tunable Port with Symmetric Assignments minimum turning circle Minimum Unbiased Percentage Error Minimum Unit Minimum Unsatisfying Linear Subsystem Minimum Usage Guarantee Minimum Use of Force Tactical Intervention Minimum Valid Concentration Minimum Value of the Objective Function Minimum Variance Beamformer Minimum Variance Decision-Feedback Power Control Minimum Variance Distortionless Response Minimum Variance Distortionless Response - Matched-Field Processing Minimum Variance Frontier Minimum Variance Frontiers Minimum Variance Incremental Decision Feedback Power Control Minimum Variance Incremental Power Control Minimum Variance Linear Unbiased Estimate Minimum Variance Method Minimum Variance of Interfering Signals to Others Minimum Variance Orbit Determination Minimum Variance Portfolio Minimum Variance Portfolios Minimum variance unbiased Minimum variance unbiased estimator Minimum Variance-Power Control Minimum Vector Length Minimum Vectoring Altitude Minimum vertex cover Minimum viable population minimum visible Minimum Visual Flight Rules Minimum Visual Representation Minimum Visual Signal Minimum Volume Covering Ellipsoid Minimum Volume Fraction minimum wage minimum wage minimum wage minimum wage minimum wage Minimum Wage Board Minimum wage economics Minimum wage economics Minimum wage economics Minimum wage law Minimum Wage Programme Minimum Wage Rate Minimum wages Minimum wages Minimum wages Minimum Wages Advisory Board

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Minimum-Variance Portfolio (redirected from Minimum Variance Portfolio)

Minimum-Variance Portfolio
(redirected from Minimum Variance Portfolio)