X hits on this document

Powerpoint document

Historical Performance of Financial Assets - page 17 / 21

60 views

0 shares

0 downloads

0 comments

17 / 21

Diversification of Risk:  Computing Covariance and Correlation

Covariance:  absolute measure of comovement between two rate of return series

Correlation:  relative measure of comovement

can be positive or negative

can be strong or weak

Example

Document info
Document views60
Page views60
Page last viewedTue Jan 17 13:22:14 UTC 2017
Pages21
Paragraphs219
Words790

Comments