Shaun King

Last seen: 4 years 前 | 自 2020 起处于活动状态

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Minimising the variance of a portfolio using weights of assets and covariance matrix
I have the formula for the variance of a portfolio variance = transpose(weight)* covariance * weights where the covariance(cov...

4 years 前 | 2 个回答 | 0

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