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单词 MINIMUM-VARIANCE FRONTIER
释义

According to Markowitz’s Modern Portfolio Theory, this is the minimum stock volatility within any given portfolio. In theory, a well-balanced portfolio is sufficiently diversified that one particular stock’s risk will be offset by the rest of the portfolio. A graph with each stock’s risk portrayed as data point illustrates this.

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更新时间:2025/4/4 4:39:15