Meaning MEAN-VARIANCE CRITERION: The selection of portfolios based on the means and variances of their returns. The choice of the higher expected return portfolio for a given level of variance or the lower variance portfolio for a given expected return
More terms such as Mean-variance criterion in Dictionary M.
- Definition Moody'S Investors Service:
- Examples A security and bond rating agency publishing bond manuals and a common stock handbook annually mean-variance criterion definition.
- Definition Menu:
- Examples of general equities. Hierarchy of choices concerning price and volume of bids or offers proposed to a customer (e.g., menu of offerings to a customer buyer: (1) 10m @ 24 1/4; (2) 25m @ 24 1/2; or (3 mean-variance criterion explain.
- Definition Margin:
- Examples Allows investors to buy securities by borrowing money from a broker. The margin is the difference between the market value of a stock and the loan a broker makes. Related: Security deposit (initial mean-variance criterion what is.
- Definition Margin Requirement (Options):
- Examples The amount of cash an uncovered (naked) option writer is required to deposit and maintain to cover his daily position valuation and reasonably foreseeable intraday price changes mean-variance criterion meaning.
- Definition Markowitz Efficient Set Of Portfolios:
- Examples The collection of all efficient portfolios, which can be graphed as the Markowitz efficient frontier mean-variance criterion abbreviation.
