covariance-of-assets
-
M
T9. R63. P2: Describe the challenges associated with VaR measurement as portfolio size increases.
@David Harper CFA FRM Hey David. I am having difficultly in understanding the formula for calculating the Covariance of Assets with the Portfolio i.e. Cov(i,p). As per your example in the study notes, you have shown the formula for COV(euro, portfolio) which is confusing. What if the...- mkaabb96
- Thread
- correlation covariance-of-assets var
- Replies: 3
- Forum: P2.T9. Investment Management (15%)