Friday, April 04, 2008

Variance and covariance of a weighted portfolio

You should not be reading this post; shoo, get a life.


Was fiddling with some equations on my flight from Shanghai and Tianjin, and the following came about. The stuff I found in the text was unsatisfactorily complicated and not generalised enough.



I think the most conceptually challenging part of the preceding definition of variance lies in the sudden appearance of the index j (this appears on line 5). A brief illustration follows, showing how the additional index is summoned:

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3 Comments:

Blogger sabrina said...

NO!!! I refuse to go away!!

And as much as i've tried, i can't seem to get a life! Perhaps i should come there then we can come up with mind-boggling, aneurysm-inducing mathematical equations together :p

4:56 pm, April 04, 2008  
Blogger Tan Yee Wei said...

Oh you stubborn woman...
Unfortunately I do not have a fetish for aneurysms, unlike somebody.

11:10 am, April 05, 2008  
Blogger sabrina said...

LOL!!!

You know it would be totally ironic if i actually died of an aneurysm!! Hahaha

12:17 pm, April 08, 2008  

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