CFA Level 1: Variance-Covariance Matrix | Calculate Correlation
Автор: Martin Stoynov
Загружено: 2025-03-18
Просмотров: 681
In this video, I explain how to interpret a variance-covariance matrix and use it to calculate the correlation between two assets. Understanding this matrix is essential for portfolio management, risk analysis, and asset allocation.
What You'll Learn:
The meaning of variance and covariance in financial data.
How to interpret a variance-covariance matrix in the context of asset returns.
The formula for calculating correlation from covariance.
This video is ideal for CFA candidates, finance professionals, and investors looking to deepen their understanding of risk measurement and asset relationships.
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