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- 2011-7-11
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- 2014-8-2
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The least you can get is when the variances are equal, the weight is equal and correlation is -1. In this case the formula reduces [by letting Wa = Wb, and var(a) = var(b)] to:
2*(Wa^2)(Var(a)) + (-1)*2(Wa^2)(Var(a)) = 0
You will never get a negative variance. |
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发表于 2011-7-24 06:21
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