In its specific meaning, variance refers to a statistical measurement reflecting the expected deviation between values in a specific data...
It stands for minimum variance frontier; a depiction of various combinations of risky assets for a portfolio construction, each with...
A depiction of various combinations of risky assets for a portfolio construction, each with its specific risk-return characteristics. These characteristics...
It stands for realized variance or realized volatility; a realized variance a measure of rate/ price variability associated with the...
A measure of rate/ price variability associated with the payoff or return of an instrument. This measure is typically based...
A statistical measure of how much the returns on two risky assets move together. In other words, it expresses the...
A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...
The proposition that an investor should choose the portfolio with the highest expected return for a specific degree of risk....
The proposition that an investor should choose the portfolio with the highest expected return for a specific degree of risk....
A variance swap in which the underlying’s price should fall within a specified range or corridor if its squared return...