Farida KachapovaMathematical Models in Portfolio Analysis Download free books at... Download free eBooks at bookboon.com2 Farida Kachapova Mathematical Models in Portfolio Analysis... D
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Mathematical Models in Portfolio Analysis
Download free books at
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Farida Kachapova
Mathematical Models in Portfolio
Analysis
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Mathematical Models in Portfolio Analysis
1st edition
© 2013 Farida Kachapova & bookboon.com
ISBN 978-87-403-0370-4
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Mathematical Models in Portfolio Analysis
4
Contents
Contents
Part 1: Mathematical Introduction 8
1 Matrices and Applications 9
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
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Mathematical Models in Portfolio Analysis
5
Contents
3.1 Numerical Characteristics of a Random Variable 22
3.2 Covariance and Correlation Coeicient 27
4.1 Euclidean Space of Random Variables 31
Part 2: Portfolio Analysis 40
5.4 Statistical Parameters of an N-Asset Portfolio 48
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