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pro vyhledávání: '"Roy E. Welsch"'
Autor:
Roy E. Welsch, Xinfeng Zhou
Publikováno v:
Revstat Statistical Journal, Vol 5, Iss 1 (2007)
Many strategies for asset allocation involve the computation of the expected value and the covariance matrix of the returns of financial instruments. How much of each instrument to own is determined by an attempt to minimize risk — the variance of
Externí odkaz:
https://doaj.org/article/23bb73bede09412faf49cd44c6474085