标题: Average standard deviation [打印本页] 作者: Wendy01 时间: 2011-7-13 13:19 标题: Average standard deviation
There like one case where we can average or weighted standard deviations to get the total standard deviation instead of using the
squared weights squared standard deviation plus 2 time correlation blah blah formula....
Where is it? Is that for active managers maybe?作者: Windjammer 时间: 2011-7-13 13:19
think you're referring to total standard deviation of a portfolio on adding a foreign stock?作者: Zestt 时间: 2011-7-13 13:19
Standard deviation for 2 corner portfolios
NO EXCUSES作者: bpdulog 时间: 2011-7-13 13:19
For portfolios on the efficient frontier, you don't need correlation coefficient作者: lcw77 时间: 2011-7-13 13:19
Again though, both of those use the formula without the correlation part of it, but none the less its squared weights....just the other day i did a problem that said you basically take the average of the standard deviations, just like you would do returns, but i cant for the life of me figure out what it was...
Edited 1 time(s). Last edit at Monday, May 30, 2011 at 03:17PM by rolo550.作者: mcmc 时间: 2011-7-13 13:19
stevenevans Wrote:
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> Buddy -- when you add a foreign stock to the
> portfolio -- then the correlation coeffecient and
> weights come into play
Agreed- there are no weights because the market risk and the currency risk come into play for the entire amount.
