A note on calculating portfolio variance with squares and rectangles
Tom Arnold
| Year of publication: |
2019
|
|---|---|
| Authors: | Arnold, Tom |
| Published in: |
Journal of financial education. - San José, Calif. : Univ., ISSN 0093-3961, ZDB-ID 785385-3. - Vol. 45.2019, 1, p. 88-93
|
| Subject: | Portfolio variance | variance-covariance matrix | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654493