mathematical models in portfolio analysis

Farida Kachapova Mathematical Models in Portfolio Analysis Download free books at Download free eBooks at bookboon.com 2 Farida Kachapova Mathematical Models in Portfolio Analysis Download free eBooks at bookboon.com 3 Mathematical Models in Portfolio Analysis 1 st edition © 2013 Farida Kachapova & bookboon.com ISBN 978-87-403-0370-4 Download free eBooks at bookboon.com Click on the ad to read more Mathematical Models in Portfolio Analysis 4 Contents Contents Preface 7 Part 1: Mathematical Introduction 8 1 Matrices and Applications 9 1.1 Terminology 9 1.2 Matrix Operations 10 1.3 Determinants 12 1.4 Systems of Linear Equations 13 1.5 Positive Denite Matrices 14 1.6 Hyperbola 17 2 Orthogonal Projection 19 2.1 Orthogonal Projection onto a Subspace 19 2.2 Orthogonal Projection onto a Vector 20 2.3 Minimal Property of Orthogonal Projection 21 www.sylvania.com We do not reinvent the wheel we reinvent light. Fascinating lighting offers an infinite spectrum of possibilities: Innovative technologies and new markets provide both opportunities and challenges. An environment in which your expertise is in high demand. Enjoy the supportive working atmosphere within our global group and benefit from international career paths. Implement sustainable ideas in close cooperation with other specialists and contribute to influencing our future. Come and join us in reinventing light every day. Light is OSRAM Download free eBooks at bookboon.com Click on the ad to read more Mathematical Models in Portfolio Analysis 5 Contents 3 Random Variables 22 3.1 Numerical Characteristics of a Random Variable 22 3.2 Covariance and Correlation Coecient 27 3.3 Covariance Matrix 29 4 Regression 31 4.1 Euclidean Space of Random Variables 31 4.2 Regression 37 4.3 Regression to a Constant 37 4.4 Simple Linear Regression 38 Part 2: Portfolio Analysis 40 5 Portfolio Modelling 41 5.1 Terminology 41 5.2 Short Sales 44 5.3 Minimizing Risk 45 5.4 Statistical Parameters of an N-Asset Portfolio 48 5.5 Envelope of Financial Assets 49 360° thinking . © Deloitte & Touche LLP and affiliated entities. Discover the truth at www.deloitte.ca/careers . to in uencing our future. Come and join us in reinventing light every day. Light is OSRAM Download free eBooks at bookboon.com Click on the ad to read more Mathematical Models in Portfolio Analysis 5. Farida Kachapova Mathematical Models in Portfolio Analysis Download free books at Download free eBooks at bookboon.com 2 Farida Kachapova Mathematical Models in Portfolio Analysis Download. Simple Linear Regression 38 Part 2: Portfolio Analysis 40 5 Portfolio Modelling 41 5.1 Terminology 41 5.2 Short Sales 44 5.3 Minimizing Risk 45 5.4 Statistical Parameters of an N-Asset Portfolio