MFE 237H: Quantitative Asset Management Notes on Minimum Variance Portfolios Professor Jason Hsu UCLA Anderson School of Management Minimum Variance Portfolio - Sample mean and sample covariance - Document - PDFSEARCH.IO

First Page	Meta Content
	MFE 237H: Quantitative Asset Management Notes on Minimum Variance Portfolios Professor Jason Hsu UCLA Anderson School of Management Minimum Variance Portfolio Add to Reading List Document Date: 2012-05-28 17:50:29 Open Document File Size: 199,04 KB Share Result on Facebook City Reading / / Currency USD / / IndustryTerm closed form solution / / Organization UCLA Anderson School of Management Minimum Variance Portfolio Let / / Position Professor / / Technology IML / / SocialTag Summary statistics Matrices Probability theory Variance Covariance Sample mean and sample covariance SAS Multivariate random variable Principal component analysis Statistics

MFE 237H: Quantitative Asset Management Notes on Minimum Variance Portfolios Professor Jason Hsu UCLA Anderson School of Management Minimum Variance PortfolioAdd to Reading List