Anthony's VBA Forum Index Anthony's VBA Forum
Where the knowledge is shared
Menu
Anthony's VBA Forum IndexHome Page
Anthony's VBA Forum IndexForum Index
FAQFAQ
MemberlistMemberlist
UsergroupsUsergroups
RegisterRegister
ProfileProfile
Log in to check your private messagesMessages
Log inLogin/Out

Quick Search

Advanced Search

Links
Consulting
Products

Who's Online
[ Administrator ]
[ Moderator ]

Search found 1 match
Anthony's VBA Forum Index
Author Message
  Topic: Correlation or Covariance Matrix
Frans

Replies: 1
Views: 35700
 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 ...
 
Page 1 of 1
All times are GMT - 4 Hours
Jump to:  


Powered by phpBB © 2001, 2002 phpBB Group