Exchange Currency

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 proportion in that portfolio - not just the weighted average of all security variances.

Related information about portfolio variance:
  1. 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 ...
     
  2. 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} ...
     
  3. Portfolio Variance - YouTube
    Jul 2, 2010 ... Using the formulas for minimum portfolio variance and portfolio variance.
     
  4. 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 ...
     
  5. 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 ...
     
  6. 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 ...
     
  7. 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 ...
     
  8. What Is Portfolio Variance?
    Brief and Straightforward Guide: What Is Portfolio Variance?