Minimum-variance frontier


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. 2012.

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  • 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

  • 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

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