Skip to main content

New answers tagged

2 votes

Excess Return Covariance Matrix is Singular - Cash return and risk free rate are the same

I believe this answers your question? "Adding" risk-free asset to covariance matrix after the fact but the answer is replacing cash with the riskless asset. The key message is either - ...
KaiSqDist's user avatar
  • 1,312

Top 50 recent answers are included