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 ]


covariance

 
Post new topic   Reply to topic     Anthony's VBA Forum Index -> Portfoilio Optimization
View previous topic :: View next topic  
Author Message
smith1964us



Joined: 14 Jul 2005
Posts: 1

PostPosted: Thu Jul 14, 2005 8:27 am    Post subject: covariance Reply with quote

For the example shown in the online portfolio optimization spreadsheet are the covariances shown the values for the expected return? If so, how were these values determined?
Back to top
View user's profile Send private message
Data
Moderator
Moderator


Joined: 06 Oct 2004
Posts: 33
Location: NY

PostPosted: Thu Jul 21, 2005 10:45 am    Post subject: Reply with quote

The convariance matrix shown the convariances beween the stocks. They are not expected return.
_________________
Data
Knowledge is Power
Back to top
View user's profile Send private message
Display posts from previous:   
Post new topic   Reply to topic     Anthony's VBA Forum Index -> Portfoilio Optimization All times are GMT - 4 Hours
Page 1 of 1

 
Jump to:  
You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot vote in polls in this forum


Powered by phpBB © 2001, 2002 phpBB Group