Mean, Variance, Standard Deviation and Correlation- While making an investment decision, it is important to assess the risk/return profile of any invest...
COURSE
Understanding Portfolio Math
This learning series covers the fundamental math concepts required for managing a portfolio of assets.
- The concept of Efficient Frontier was first introduced by Harry Markowitz in his paper on Portfolio ...
- One problem with using futures contracts to hedge a portfolio of spot assets, is that a perfect futu...
- Correlation is a familiar concept used to describe the strength of the relationship between variable...
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- Value-at- Risk (VaR) is a general measure of risk developed to equate risk across products and to ag...
- Let us consider two assets A and B with the following details: ||||| |--- |--- |--- |--- | ||Mean|S...
- Earlier we looked at calculating the probability of beating a fixed target. Now we will look at calc...
LESSONS
Constructing an Efficient Frontier
Minimum Variance Hedge Ratio
What is Serial Correlation (Autocorrelation)?
Diversification and Portfolio Risk
Value at Risk (VaR) of a Portfolio
Probability of One Portfolio Outperforming Another...
Probability of Attaining a Return Goal
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