Benzinga

DECEMBER 13, 2023

As this model scales, ESR is poised to build. Full story available on Benzinga.com

Covariance 40

Covariance Equity 40

Reynolds Holding

JUNE 16, 2024

The overall impact of corporate aggregate distributions depends on the magnitude of such distributions and their covariation with institutional-level flows.

Dividends 59

Dividends Covariance Equity Finance 59

Reynolds Holding

FEBRUARY 6, 2023

We then analyze whether participants’ personal characteristics drive their portfolio reallocation decisions in response to ESG information and use demographics, financial literacy and experience, personality traits, and ESG awareness as potential covariates.

Covariance 59

Covariance Start-ups Marketability Equity 59

Musings on Markets

JANUARY 11, 2024

Again, I have a short course that I put together that covers the statistical concepts needed in finance, from summary statistics (averages, medians) to measures of relationships (correlations, covariances) to predictive and analytics tools (regressions, simulations): If you are a statistics maven, you will undoubtedly find my discussion of statistical (..)

Corporate Finance 131

Corporate Finance Finance Start-ups Dividends 131

Musings on Markets

DECEMBER 21, 2022

In this class, I start by looking at data collection and data descriptives , before moving on to distributions and data relationships (correlations, covariances and regressions) and closing with probabilities and probabilistic tools.

Corporate Finance 91

Corporate Finance Finance Start-ups Marketability 91

Andrew Stolz

AUGUST 6, 2020

The portfolio return variance is calculated by multiplying the squared weight of each asset by its variance and adding two times the weight of each asset multiplied by the covariance of the asset pair. The covariance of the assets is sqrt(0.3)*sqrt(0.2) The portfolio standard deviation is the square root of the portfolio variance.

Beta 52

Beta Covariance Systematic Risk Marketability 52