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Minimum-variance frontier |
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Minimum-variance frontier Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. Minimum-variance frontier In Markowitz portfolio theory, the frontier on a chart representing a portfolio with the least amount of volatility. That is, a minimum-variance frontier consists of data points representing stocks with a certain level of volatility and therefore risk, while the frontier represents a portfolio in which the volatilities of each individual stock offset each other. A minimum-variance frontier is also a Markowitz efficient frontier if it also represents the maximum level of return for its level of risk. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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