About this document
Portfolio Variance and Co-variance Calculation by Zeeza Ansari is a document available to read on EtoBox.
The document describes the calculation of covariance (σij) between various assets (i and j) using sample data. It provides the formulas and step-by-step working to find the covariance between different pairs of assets (e.g. σ11, σ12, σ13 etc.) based on returns of 10 samples. The covariance values calculated range from 0.0000197 to 0.000679.
- Author
- Zeeza Ansari
- Language
- EN