A stock's historical variance measures the difference between the stock's returns for different periods and its average return. A stock with a lower variance typically generates returns that are ...

Stock's historical variance measures its return stability over time. Higher variance indicates greater return unpredictability and risk. Calculate variance using Excel to simplify the process for ...

This paper shows how to perform sensitivity analysis for Mean-Variance (MV) portfolio problems using a general form of parametric quadratic programming. The analysis allows an investor to examine how ...

The standard method for experimentally determining the probability distribution of an observable in quantum mechanics is the measurement of the observable spectrum. However, for infinite-dimensional ...

In this paper we discuss three mean-variance location problems. Two of them are constrained problems where one performance measure—mean of the weighted distance, or variance, is minimized subject to ...