3/30/2024 0 Comments Excel weighted standard deviation![]() Thus, standard deviation of asset A = 0.3387 In Excel, we can find the standard deviation by Thus, we need the standard deviation of the two assets, the proportion of investment in each asset (weights), and the covariance term between the two assets. A BĪs we know, the portfolio standard deviation under the modern portfolio theory is calculated as = ![]() To build our concept of the portfolio risk, we shall calculate it first manually in EXCEL, then we shall replicate the results using matrix notations in Stata.Ĭonsider the following set of returns for two assets, i.e asset A and B. The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |