Home > Term: mean-variance criterion
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.
- Μέρος του λόγου: noun
- Κλάδος/Τομέας: Financial services
- Category: General Finance
- Company: Bloomberg
0
Δημιουργός
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
