Difference between revisions of "Calculating Portfolio Variance"

Latest revision as of 19:23, 27 August 2020

The variance of returns on a portfolio with proportions $x_{i}$ invested in stock $i$ is:

$\sum _{i=1}^{N}\sum _{j=1}^{N}{x_{i}}{x_{j}}\sigma _{ij}$

Revision as of 07:39, 25 August 2020 (view source) Dirkjan (talk \| contribs) (Created page with "The variance of returns on a portfolio with proportions <math>x_i</math> invested in stock <math>i</math> is: <math>\sum_{i=1}^{N} \sum_{j=1}^{N} {x_i}{x_j} \sigma_{ij}</math...")	Latest revision as of 19:23, 27 August 2020 (view source) Dirkjan (talk \| contribs)
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