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Variance

In its specific meaning, variance refers to a statistical measurement reflecting the expected deviation between values in a specific data...

MVF

It stands for minimum variance frontier; a depiction of various combinations of risky assets for a portfolio construction, each with...

Minimum Variance Frontier

A depiction of various combinations of risky assets for a portfolio construction, each with its specific risk-return characteristics. These characteristics...

RV

It stands for realized variance or realized volatility; a realized variance a measure of rate/ price variability associated with the...

Realized Variance

A measure of rate/ price variability associated with the payoff or return of an instrument. This measure is typically based...

Covariance

A statistical measure of how much the returns on two risky assets move together. In other words, it expresses the...

Weighted Variance Swap

A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...

E-V Maxim

The proposition that an investor should choose the portfolio with the highest expected return for a specific degree of risk....

Expected Return-Variance Maxim

The proposition that an investor should choose the portfolio with the highest expected return for a specific degree of risk....

Corridor Variance Swap

A variance swap in which the underlying’s price should fall within a specified range or corridor if its squared return...