Minimum-Variance Frontier

0.01 sec.

Minimum-variance frontier

Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return.

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.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		Financial browser	?		Full browser	?
No references found			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 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 misfeasance			Minimum-Advertised Pricing minimum-altitude bombing Minimum-Blocking Channel Assignment Minimum-Cost Network Flow Problems Minimum-Degree Spanning Tree minimum-delay coding Minimum-Delay Logical Topology-Design Algorithm Minimum-Diameter Degree-Limited minimum-distance code Minimum-Hole Minimum-Ignition Surface Temperature minimum-latency coding minimum-latency programming minimum-latency routine minimum-loss attenuator minimum-loss matching minimum-loss pad minimum-modulus theorem Minimum-Nephrotoxic-Effect Level minimum-phase system minimum-risk route minimum-security minimum-shock boom minimum-variance estimator Minimum-Variance Frontier Minimum-Variance Frontiers Minimum-Variance Hedge Ratio Minimum-variance portfolio Minimum-Variance Portfolios Minimum-wage Minimum-wage Minimum-wage Minimum-wage job Minimum-wage job Minimum-wage job Minimum-Weighted Cycle Cover Minimum-Weighted Height Minimum/Maintenance Replacement Unit Minimum/Minimal Lethal Dose minimums minimums minimums minimums minimumweight minimumweight Minimus Minimus Minin, Fedor Minin, Fedor Alekseevich Minin, Kuzma Minin, Sergei Minin, Sergei Konstantinovich mining mining mining

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.