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Calculating the Variance Covariance Matrix using stock Prices

https://sites.google.com/view/brian-byrne-data-analytics/variance-covariance

Modeling - I take 12 years of annual data for 6 stocks and work out the variance covariance matrix.
Simon Benninga comprehensively develops Excel spreadsheets to explain advanced topics in finance. His approach is intuitive and simple yet succinct in explaining otherwise complex areas.

https://goo.gl/aWgRLw

Видео Calculating the Variance Covariance Matrix using stock Prices канала Brian Byrne
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6 марта 2015 г. 18:57:32
00:07:34
Brian Byrne
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