Timeline for Volatility of a multiple-asset portfolio [closed]
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
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| May 20, 2017 at 4:35 | history | closed |
Quantuple LocalVolatility amdopt msitt Helin |
Not suitable for this site | |
| May 17, 2017 at 7:28 | review | Close votes | |||
| May 20, 2017 at 4:35 | |||||
| S May 16, 2017 at 16:24 | history | suggested | Richard Hardy | CC BY-SA 3.0 |
Removed irrelevant tags, improved formatting and title
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| May 16, 2017 at 16:23 | review | Suggested edits | |||
| S May 16, 2017 at 16:24 | |||||
| S May 16, 2017 at 16:16 | history | suggested | JejeBelfort | CC BY-SA 3.0 |
Changed mathematical notation to avoid confusions between volatility/variance
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| May 16, 2017 at 16:09 | review | Suggested edits | |||
| S May 16, 2017 at 16:16 | |||||
| May 16, 2017 at 14:36 | comment | added | msitt | Typically $\sigma$ denotes volatility. Variance is vol squared $\sigma^2$. | |
| May 16, 2017 at 14:08 | comment | added | WJA | Whats the difference in the terminology? | |
| May 16, 2017 at 13:44 | comment | added | msitt | Just a note: $\sigma^{port}$ as defined in your formula is the portfolio variance. | |
| May 16, 2017 at 10:42 | vote | accept | WJA | ||
| May 16, 2017 at 9:05 | answer | added | user18663 | timeline score: 1 | |
| May 16, 2017 at 8:57 | answer | added | JejeBelfort | timeline score: 6 | |
| May 16, 2017 at 8:52 | history | asked | WJA | CC BY-SA 3.0 |