Measure of the risk (volatility) of a portfolio, it is a combination of the return variance and co-variance of each security and its proportion in that portfolio - not just the weighted average of all security variances.
Related information about portfolio variance:
- Portfolio Variance Definition | Investopedia
The measurement of how the actual returns of a group of securities making up a portfolio fluctuate. Portfolio variance looks at the standard deviation of each ...
- Modern portfolio theory - Wikipedia, the free encyclopedia
Portfolio variance: \sigma_p^2 = w_A^2 \sigma_A^2 + w_B^2. For a three asset portfolio: Portfolio return: w_A \operatorname{E}(R_A) + w_B \operatorname{E} ...
- Portfolio Variance - YouTube
Jul 2, 2010 ... Using the formulas for minimum portfolio variance and portfolio variance.
- Covariance and Calculation of Portfolio Variance - Mazoo's ...
Aug 23, 2006 ... Covariance and Calculation of Portfolio Variance ... For calculation of the portfolio variance we need to fill the following matrix. The (i; j) element ...
- Modeling portfolio variance in Excel
Oct 21, 2009 ... Links to all tutorial articles (same as those on the Exam pages). Modeling portfolio variance in Excel. Written by Mukul Pareek: Created on ...
- What is portfolio variance? definition and meaning
Definition of portfolio variance: Measure of the risk (volatility) of a portfolio, it is a combination of the return variance and co-variance of each security and its ...
- 1. The Variance of a Portfolio Return - Jose M. Marin
(2) where, σij = cov{Ri, Rj}. • The total portfolio variance in equation (2) can be written with the N variance terms separated from the N(N – 1) covariance terms: 4 ...
- What Is Portfolio Variance?
Brief and Straightforward Guide: What Is Portfolio Variance?