Mean
The expected value of a random variable. |
Similar financial terms
LIBMEANThe average of LIBID and LIBOR.
Regression toward the mean
The tendency for subsequent observations of a random variable to be closer to its mean.
Mean-variance criterion
The selection of portfolios based on the means and variances of their returns. The choice of the higher expected return portfolio for a given level of variance or the lower variance portfolio for a given expected return.
Mean-variance analysis
Evaluation of risky prospects based on the expected value and variance of possible outcomes.
Mean of the sample
The arithmetic average; that is, the sum of the observations divided by the number of observations.
