STATA - Finance - Portfolio Volatility

amazon

New Member
Hi all,

I am experiencing difficulties to calculate portfolio volatility each period ("rebalance") given the following variables (enclosed). Correlation ("corr_Nt") across assets ("ticker") remains constant within a period. It is an equally weighted portfolio but weight changes each period (# of stocks changes each period). "ret" and "std_q" are the returns and the standard deviation of the asset for a given period, respectively.

Thanks a lot for your help!

pjssms

New Member
If you have individual volatility the variance of the sum of two variables equals the sum of the variances. You will have just different weights.