Medium correlation coefficient for a Portfolio
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Hello,
In an Excel workbook I reported 10 time series of 10 titles that should cover the past 15 years. After i calculated the returns and the statistics (mean, std. dev, var, etc.) I'd like to calculate the medium correlation coefficient of the portfolio. I don't mean the correlation matrix, but a single number for the entire portfolio.
Is that possible?
Thanks.
8 个评论
Shashank Prasanna
2013-1-30
Thank Oleg, I thought it was for purchase only, appears there is free online view.
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