The tag has no wiki summary.

learn more… | top users | synonyms

4
votes
0answers
309 views

Formula for the efficient portfolios (mean-variance optimisation)?

Consider the setting of mean-variance portfolio optimisation: $n$ assets with expected returns $\overline{r}_1,...,\overline{r}_n$ and standard deviations $\sigma_1,...\sigma_n$. For a certain fixed ...
0
votes
0answers
67 views

Rank financial instruments by price movement stability and outliers

I have a lot of financial instruments and I need to rank them based on price movement "stability", i.e. instruments with with big outliers will have lowest ranks and instruments with stable and ...