Displaying 1 result from an estimated 1 matches for "stockn".
Did you mean:
stock
2012 Jan 13
1
Portfolio Optimization
...atrix represents a different
stock and each row represents the return to the strategy given a certain
market move. So the rows are not a time series of percentage returns but a
dollar payout in different expected scenarios, i.e.
Expected Return Matrix (ER) = stock1 stock2 .... stockn
scenario1 $ $
$
scenario2 $ $
$
scenario3 $ $
$...