Covariance, Correlation, and Portfolios

  • Dean P. Foster
  • Robert A. Stine
  • Richard P. Waterman

Abstract

Tests based on paired comparisons discussed in Class 8 are often able to detect differences that would require much larger samples without the pairing. Why does this pairing work?

Keywords

Stock Market Optimal Portfolio Average Return Efficient Frontier Short Selling 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • Dean P. Foster
    • 1
  • Robert A. Stine
    • 1
  • Richard P. Waterman
    • 1
  1. 1.Department of Statistics, Wharton SchoolUniversity of PennsylvaniaPhiladelphiaUSA

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