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Results tagged with portfolio-management
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user 15832
The professional management of an investment portfolio of various securities (shares, bonds and other securities) in order to meet specified investment goals. The process includes the specification of investment objectives and constraints, choice of asset mix, formulation of portfolio strategy, selection of securities, execution, revision, and evaluation.
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Trading 3 stocks X Y Z where X cointegrated to Y, Y to Z, but no other cointegration is avai...
Assuming we are talking about Pearson correlation, then we may apply the triangle inequality. Let $\rho(X,Y)$ denote the correlation between $X$ and $Y$. Then,
$(1-\rho(X,Z))^{1/2}\le (1-\rho(X,Y))^{ …
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