Timeline for How many years of historical data is require for Portfolio Optimization?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 8, 2016 at 6:10 | vote | accept | Atul Agarawal | ||
| May 17, 2016 at 0:37 | comment | added | Atul Agarawal | Usually people use monthly return for variance covariance matrix, I am planning to use 3 yr of monthly returns. What do you think dnl. | |
| May 16, 2016 at 19:48 | history | answered | dnl | CC BY-SA 3.0 |