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Anthony's VBA Forum Index
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  Topic: Correlation or Covariance Matrix
Frans

Replies: 1
Views: 32192
 PostForum: Portfoilio Optimization   Posted: Tue Jan 10, 2006 12:12 pm   Subject: Correlation or Covariance Matrix
Hi,

The VBA code on portfolio optimization is beautiful. I am trying to work it out, but I have a question.

step 1: I take daily close prices of a certain stock
step 2: I calculate the daily re ...
 
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