Understanding Portfolio Math

COURSE

This learning series covers the fundamental math concepts required for managing a portfolio of assets.

While making an investment decision, it is important to assess the risk/return profile of any invest...

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...

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...