Portfolio Variance

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Portfolio variance

Weighted sum of the covariance and variances of the assets in a portfolio.

Portfolio Variance

A measure of volatility in a portfolio. It is calculated by taking the variance and co-variance of each security in the portfolio and weighting them in proportion to that security's representation in the portfolio. It differs from a weighted average of the variances of the securities because it includes the co-variances.

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No references found			Comparison of unhedged returns and hedged returns of local portfolios in Tables 3 and 4 shows that the hedging strategy leads to a significant reduction of the hedged portfolio variances compared to those of unhedged portfolios. Exchange rate and risk premium conversion on interest rate markets by Sahut, Jean-Michel; Mili, Medhi / International Journal of Business The variance of a portfolio consisting of n investments can be defined in algebraic terms as: Portfolio Variance = [summation over n/i=1] [[sigma]. Thrift Saving Plan fund allocation: a mathematical approach by Race, Lieutenant Commander Lynda / Armed Forces Comptroller I was delighted to see that portfolio variance depended on the covariances between securities as well as the variances of the securities held in the portfolio. Trains of thought by Markowitz, Harry M. / American Economist			Portfolio Asset Allocation Portfolio Beta Portfolio Dedication Portfolio Diversification Portfolio Dressing Portfolio Effect Portfolio Expected Return Portfolio Income Portfolio Insurance Portfolio internal rate of return Portfolio Lender portfolio loan Portfolio Management Portfolio Manager Portfolio Opportunity Set Portfolio optimization Portfolio Pumping Portfolio R2 Portfolio Restructuring Portfolio Runoff Portfolio Separation Theorem Portfolio Theory Portfolio Transaction Costs Portfolio turnover Portfolio Turnover Rate Portfolio Variance Porto franco Portuguese Escudo Posicao a descoberto Posicao aberta Posicao de caixa Posicao descoberta Posicao financeira Posicao futura Posicion Posicion abierta Posicion corta Posicion descubierta Posicion larga Posiciones POSIT Position Position Bond Position Building Position Day Position Diagram position limit Position limits Position Self Position Sheet Position Sizing			Portfolio Protection portfolio pumping Portfolio R2 Portfolio Rebalancing Portfolio Recovery Associates Portfolio restructuring Portfolio Risk Assessment Portfolio Run-Off Portfolio Run-Offs Portfolio Runoff Portfolio Runoffs Portfolio Selection Portfolio Selections Portfolio separation theorem Portfolio Strategies Group Portfolio theory Portfolio Transaction Cost Portfolio transaction costs Portfolio turnover Portfolio turnover rate Portfolio turnover rate Portfolio Turnover Rates Portfolio Turnover Ratio Portfolio Turnover Ratios Portfolio Valuation and Transaction Storage Portfolio Variance Portfolio Variances Portfolio Vehicle Outline portfolio worker portfolios portfolios portfolios portfolios Portgagese water dogs Portgagese water dogs Portglave Portgreve Portgual Portgual Porth Talbot Porth Talbot Porthan Porthan, Henrik Gabriel Porthesia chrysorrhoea porthole porthole porthole die portholes portholes Porthook Porthors Porthstinian Boat Owner’s Association Portia Portia Portia

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