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Generating the Variance-Covariance Matrix
Автор: Colby Wright
Загружено: 2012-05-31
Просмотров: 246875
Описание:
This is a follow-up video to a video posted previously by Dr. Colby Wright explaining how to execute mean-variance portfolio optimization in Excel. This video demonstrates how to generate the variance-covariance matrix, which is necessary in order to calculate the portfolio standard deviation. Dr. Wright also demonstrates how to transform the var-cov matrix into the correlation matrix.
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