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- 2011-7-2
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- 2016-4-19
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mp2438 Wrote:
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> think of the formula (the diversification effect)
> - Variance = (..... +
> 2*w1*w2*stddev1*stddev2*correlation coefficient).
> Since correlation coefficient is lowered, so is
> the variance.
variance of the asset class to itself not with a another asset. that's what it's stating. |
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发表于 2011-7-13 13:28
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