Difference between revisions of "Portfolio analysis"

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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.
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== See also ==
 
== See also ==
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* [[Black swan]]
 
* [[Correlated value at risk]]
 
* [[Correlated value at risk]]
 
* [[Correlation]]
 
* [[Correlation]]
 
* [[Portfolio]]
 
* [[Portfolio]]
 
  
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[[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.


See also