Inicio > 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.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
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Creador
- Jessehe
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