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    When to skip weights in volatility?

    Thanks for answering! Your answer helped.
  2. N

    When to skip weights in volatility?

    Hi, I've seen portfolio volatility calculated with weights ie: 2 asset portfolio with 60% in A and 40% in B volatility - sqrt(0.6^2*volatility_A^2 +0.4^2*Volatility_b+2*0.6*0.4*Covariance) I've also at times seen it without any weights. Can anyone give me some pointers why we would skip the...
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