Mean-variance analysis


Mean-variance analysis
Evaluation of risky prospects based on the expected value and variance of possible outcomes. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • mean-variance analysis — Evaluation of risky prospects based on the expected value and variance of possible outcomes. Bloomberg Financial Dictionary …   Financial and business terms

  • Mean-Variance-Analyse — Dieser Artikel oder Abschnitt bedarf einer Überarbeitung. Näheres ist auf der Diskussionsseite angegeben. Hilf mit, ihn zu verbessern, und entferne anschließend diese Markierung. Die Portfoliotheorie ist ein Teilgebiet der Finanzierung und… …   Deutsch Wikipedia

  • Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… …   Wikipedia

  • Mean and predicted response — In linear regression mean response and predicted response are values of the dependent variable calculated from the regression parameters and a given value of the independent variable. The values of these two responses are the same, but their… …   Wikipedia

  • Mean — This article is about the statistical concept. For other uses, see Mean (disambiguation). In statistics, mean has two related meanings: the arithmetic mean (and is distinguished from the geometric mean or harmonic mean). the expected value of a… …   Wikipedia

  • analysis of variance — noun a statistical method for making simultaneous comparisons between two or more means; a statistical method that yields values that can be tested to determine whether a significant relation exists between variables • Syn: ↑ANOVA • Topics:… …   Useful english dictionary

  • Analysis of covariance — (ANCOVA) is a general linear model with one continuous outcome variable and one or more factors. ANCOVA is a merger of ANOVA and regression for continuous variables. ANCOVA tests whether certain factors have an effect on the outcome variable… …   Wikipedia

  • Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… …   Wikipedia

  • Mean squared error — In statistics, the mean squared error (MSE) of an estimator is one of many ways to quantify the difference between values implied by a kernel density estimator and the true values of the quantity being estimated. MSE is a risk function,… …   Wikipedia

  • analysis — /euh nal euh sis/, n., pl. analyses / seez /. 1. the separating of any material or abstract entity into its constituent elements (opposed to synthesis). 2. this process as a method of studying the nature of something or of determining its… …   Universalium