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.
- Part of Speech: noun
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
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Creator
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
