portfolio

  1. J

    Modeling portfolio using multiple regressions

    Hi All, I'm wondering about the viability of this task. I'm looking to form something similar to an investment portfolio, which aggregates different financial securities and calculates the expected aggregated return and standard deviation. As opposed to using the historical returns and...
  2. N

    carry trade portfolio

    Hi all Could you please tell me how to construct an equally weighted carry trade portfolio?
  3. A

    STATA - Finance - Portfolio Volatility

    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 (#...
  4. A

    STATA - Finance - Portfolio Volatility

    Statistical package Please refer to the Statistical Package section for this post
  5. S

    Lognormally distributed

    Help please I am stuck. The rate of return on Your portfolio, R, has a mean value of 1% and a standard deviation of 5%. Suppose that (1 + R) is lognormally distributed. 1) Calculate at what level of rate of return y, the probability that R is less than or equal to y is equal to 10%. 2)...