Portfolio variance

Weighted sum of the covariance and variances of the assets in a portfolio. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • Portfolio Variance — The measurement of how the actual returns of a group of securities making up a portfolio fluctuate. Portfolio variance looks at the standard deviation of each security in the portfolio as well as how those individual securities correlate with the …   Investment dictionary

  • portfolio variance — Weighted sum of the covariance and variances of the assets in a portfolio. Bloomberg Financial Dictionary …   Financial and business terms

  • Portfolio (finance) — In finance, a portfolio is an appropriate mix of or collection of investments held by an institution or a private individual. Holding a portfolio is part of an investment and risk limiting strategy called diversification. By owning several assets …   Wikipedia

  • Variance swap — A variance swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock… …   Wikipedia

  • Portfolio-Theorie — 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

  • Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

  • 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

  • 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

  • Post-modern portfolio theory — [The earliest citation of the term Post Modern Portfolio Theory in the literature appears in 1993 in the article Post Modern Portfolio Theory Comes of Age by Brian M. Rom and Kathleen W. Ferguson, published in The Journal of Investing, Winter,… …   Wikipedia

  • 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

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