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2 Answers

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1	Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?
0	How to see if a set of asset returns corresponds to a known correlation matrix?

138 Reputation

+10	Portfolio risk-return when assets have limited and inconsistent historical data / time series?
+10	Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?
+2	How can I go about applying machine learning algorithms to stock markets?
+5	Determining portfolio risk return in R given historical data for individual holdings?

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2 Questions

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2	Portfolio risk-return when assets have limited and inconsistent historical data / time series?
2	Determining portfolio risk return in R given historical data for individual holdings?

9 Tags

1 modern-portfolio-theory × 3	0 returns
1 beta	0 risk
0 portfolio-management × 2	0 statistics
0 risk-models	0 correlation-matrix
0 risk-management

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