Search results

  1. Sergio Guerrero

    denominator (n-1) of sample variance

    What if the sample size is 200. Should we still divide by (n-1)? Is a portfolio of SP 500 stocks a sample or a population? Thank you very much,
  2. Sergio Guerrero

    Market portfolio and derivative of weight?

    Hi: Is it possible to find out the standard deviation and expected return of the market portfolio by setting the first derivative of the Sharpe-ratio equal to “0”and solving for the weight of the first asset? And if so, is there an easier way? Thank you, I attached a word document because...
  3. Sergio Guerrero

    negatively correlated assets, real life examples

    Hi, I just finished watching the Elton-Gruber video on portfolio theory. Does anyone know any real life examples of negatively correlated stocks or assets? How do we spot them? Thank you very much, PS What does the acronym PQ in GARP.FRM.PQ.P1 stand for?
  4. Sergio Guerrero

    Are idiosyncratic and business risk the same?

    Hi: I signed up a few days ago and just finished reading the Crouhy study-notes and was wondering if this so called idiosyncratic or specific risk is the same as businness risk. I hope to be making proper use of this forum and of this tool. May I place any question here? What is a thread? Thank...
Top