Mean-Variance Minimum Variance Frontier

Compute the discretized mean-variance minimum variance frontier associated to a list of assets, optionally subject to:

• Minimum and maximum weights constraints
• Minimum and maximum group weights constraints
• Minimum and maximum portfolio exposure constraint

This endpoint is similar to the endpoint /portfolio/analysis/mean-variance/efficient-frontier, because the mean-variance efficient frontier is the "top" portion of the mean-variance minimum variance frontier.

References

• Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Second edition, Blackwell Publishers Inc.