Mean-Variance Analysis
The process of weighing risk (i.e., variance) against expected return; a component of modern portfolio theory (MPT), which assumes that investors make rational decisions and expect a higher return for increased risk.
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The process of weighing risk (i.e., variance) against expected return; a component of modern portfolio theory (MPT), which assumes that investors make rational decisions and expect a higher return for increased risk.
Source: NCREIF | Date: 09 September 2025 | ID: D1294 | Version: 1