Mean Variance Model

Views Updated: Dec 15, 2025

Key Facts

Abbreviation
MVM
Pronunciation
/min ˈvɛriəns ˈmɑdəl/
Category
Miscellaneous
Related Field
Unclassified

Examples in Context

  1. This paper discussed the importance of the role of skewness in the pricing of stocks based on the mean variance model of Markowitz, and educed a multi objective portfolio selection model synchronously taking into account the mean, variance and skewness.
  2. The empirical result shows that the absolute values of risk elasticity are more than 1 under various returns and it also indicates that the proposed model based on mean absolute deviation is better than mean variance model based on variance both in theory and in practice.
  3. An Optimal Catastrophe Insurance Scheme Based on Mean Variance Model(MVM)
  4. Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
  5. The paper introduces the mean - variance model of Markowitz, and analyses its drawbacks.

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