Minimum-variance frontier

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

Minimum-Variance Frontier

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.

单词	minimum-variance frontier
释义	Minimum-variance frontier Minimum-variance frontier Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. Minimum-Variance Frontier 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.
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