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.

 Embedded terms in definition
 Expected return
 Related Terms
 Arithmetic average mean rate of return
Arithmetic mean return
Geometric mean return
Mean of the sample
Mean reversion
Mean variance analysis
Mean variance efficient portfolio
Minimum variance frontier
Minimum variance portfolio
Portfolio variance
Regression toward the mean
Variance minimization approach to tracking
Variance rule

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