What Is Variance in Statistics? Definition, Formula, and Example

Variance is a measurement of the spread between numbers in a data set. Investors use the variance equation to evaluate a ...
Seeking Alpha

The Adaptive Asset Allocation Portfolio: How To Maximize Return Using Minimum Variance And Momentum

The Adaptive Asset Allocation (AAA) portfolio combines two different tactical approaches (momentum and minimum variance) into one algorithm. The intention of this portfolio recipe is to optimize ...
JSTOR Daily

Mean-Variance Portfolio Selection with Either a Singular or Nonsingular Variance-Covariance Matrix

This is a preview. Log in through your library . Journal Information The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and ...
JSTOR Daily

Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market

This is a preview. Log in through your library . Abstract This paper applies Talpaz, Harpaz, and Penson's (THP) (1983) mean-variance-instability portfolio selection model to eight selected Taiwan ...
Harvard Business School

Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions

Samuelson, Paul A., and Robert C. Merton. "Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions." Journal of Finance 29, no. 1 (March 1974): 27–40.
Business Insider

Research on Enhancing Portfolio Mean-Variance Optimization Wins 2021 Graham and Dodd Top Award for Excellence

NEW YORK, Jan. 18, 2022 /PRNewswire/ -- CFA Institute, the global association of investment professionals, announces the winners of the 2021 Graham and Dodd Awards of Excellence. These prestigious ...