| 单词 | minimum-variance frontier |
| 释义 | minimum-variance frontierDefinition The minimum amount of volatility of stocks within any given portfolio, according to Markowitz's Modern Portfolio Theory. This is illustrated by a graph with each stock consisting of a data point that indicates its level of risk; ideally a well-balanced portfolio has enough diversification that the risk of one particular stock will be offset by the rest of the portfolio. |
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