A stock's historical variance measures the difference between the stock's returns for different periods and its average return. A stock with a lower variance typically generates returns that are ...

Discover how to accurately calculate beta in Excel, understand its importance in finance, and ensure consistency by choosing ...

We are pleased to announce we have improved our My Portfolios feature by offering two different calculations for portfolio gains. Investopedia defines the realized gain as the excess profit resulting ...

This is a preview. Log in through your library . Abstract This paper applies Talpaz, Harpaz, and Penson's (THP) (1983) mean-variance-instability portfolio selection model to eight selected Taiwan ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...