|
- UID
- 223217
- 帖子
- 173
- 主题
- 143
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-22
|
| Quick question: Why is portfolio weightings multiplied twice? What I mean is why are the weightings applied to each individual return then one again to the (Ri-R)^2 formula? I feel as if we are weighting it twice. |
|
发表于 2011-7-13 16:28
|