About

This is the "About" subweblog included in the initial PivotX software. You can change this text by editing the file '_sub_about.tpl' in the orange mint folder found in the templates folder. You can do this by directly editing the file, or you can go to 'Manage Media' » 'Templates' in the PivotX interface.

Links.

To change the links in this list, edit the file '_sub_link_list.html' in the pivotx/templates /default/ folder. You can do this by directly editing the file, or you can go to 'Manage Media' » 'Templates' in the PivotX interface.

The Efficient Frontier

This is an very informative set of videos.  No one video will answer all our questions, but this a good set of building blocks to help us understand the efficient frontier.

  1. Video 1 is very qualitative and gives us some history and context.
  2. Video 2 show us some of the math.
  3. Video 3 is by Mr. Bhatnager and gives us a great example of how covariance and correlation are calculated from two sample assets.
  4. Video 4, again by Mr. Bhatnager, is a fantastic MS-Excel example of two assets with given expected values, variances, portfolio returns as a function of wieghts, and covariance.  It does not calculate variance, covariance, etc.  Instead, it begins after those have been figured out.
World_link 1. Theory of the Efficient Frontier (3:59)
World_link 2. Covariance & Correlation (9:54)
World_link 3. Covariance & Correlation between Assets (6:45)
World_link 4. Concavity of the Efficient Frontier (10:31)
 
raz 10 04 13 - 16:54 | | math-of-finance

No comments

(optional field)
(optional field)
The question above keeps this site spam-free.

Comment moderation is enabled on this site. This means that your comment will not be visible until it has been approved by an editor.

Remember personal info?
Small print: All html tags except <b> and <i> will be removed from your comment. You can make links by just typing the url or mail-address.