Portfolio variance is essentially a measurement of risk. The formula ... of the security and add two multiplied by the weighted average of the securities multiplied by the covariance between ...

In this article, I've shown you the motivation behind the addition of the generic covariance and contravariance in C# 4.0. They're being added because invariant generic types are too restrictive for ...

Calculating beta using the covariance/variance formula is probably the most common ... beta in the portfolio would be 1.36 x 0.30 = 0.408. Add up the weighted beta numbers of each stock.

It combines two related statistical concepts: variance ... formula is: Correlation wants to assess the linear relationship of two variables so what's really required is to see what amount of ...

The formula is motivated by some recent and some old developments in random matrix theory and a requirement that it be explicitly invariant under a change of basis of risk factors. It may naturally be ...