Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Portfolio variance is a measure of the dispersion of returns of a portfolio.

The Journal of Finance, Vol. 41, No. 5 (Dec., 1986), pp. 1051-1068 (18 pages) Duality theory is employed to provide necessary and sufficient conditions for portfolios on the minimum-variance frontier ...

Beta is the 2nd letter in the Greek alphabet, and the financial world uses it to refer to the sensitivity of an asset’s price compared to a specific index or benchmark. Beta is also used as a measure ...