Calculating Portfolio Variance using the Variance Covariance Matrix in Excel

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  • Published on:  6/5/2015
  • https://sites.google.com/view/brian-byrne-data-analytics/variance-covariance

    This is the second video in a series that illustrates how to use the Variance Covariance Matrix to estimate the Portfolio Standard Deviation. Estimating the Variance of the portfolio is important for understanding the benefits of diversification and for also also estimating Value at Risk type metrics etc.

    https://goo.gl/aWgRLw
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