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Tagged with correlation-matrix mean-variance
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How to stress test a correlation matrix
As part of a mean variance portfolio task, I am calculating portfolio risk and optimal allocations between assets given required level of return. Input: expected returns, volatility and correlation ...
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Should portfolios have zero or negative correlation between assets? [closed]
Is it more optimal to have a portfolio whose assets are negatively
correlated? (I am not requiring all assets to be negatively correlated in this case, nor (-1) perfectly negative correlation either. ...
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