Difference between revisions of "Calculating Portfolio Variance"
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| − | + | The variance of returns on a portfolio with proportions <math>x_i</math> invested in stock <math>i</math> is: | |
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| + | <math>\sum_{i=1}^{N} \sum_{j=1}^{N} {x_i}{x_j} \sigma_{ij}</math> | ||
[[Category:finance]] | [[Category:finance]] | ||
Latest revision as of 19:23, 27 August 2020
The variance of returns on a portfolio with proportions invested in stock is:
