Portfolio analysis: Difference between revisions
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imported>Doug Williamson (Link with Black swan page.) |
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Portfolio analysis takes into account the expected correlations of the values of - and returns on - the different components of the portfolio. | Portfolio analysis takes into account the expected correlations of the values of - and returns on - the different components of the portfolio. | ||
== See also == | == See also == | ||
* [[Black swan]] | |||
* [[Correlated value at risk]] | * [[Correlated value at risk]] | ||
* [[Correlation]] | * [[Correlation]] | ||
* [[Portfolio]] | * [[Portfolio]] | ||
[[Category:Risk_frameworks]] | |||
Latest revision as of 11:45, 13 February 2017
Portfolio analysis is the analysis of combinations of assets and liabilities.
Portfolio analysis takes into account the expected correlations of the values of - and returns on - the different components of the portfolio.
