portfolio variance
uses asset covariance and weight to calculate the portfolio return variance.
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Finance & RiskFormulas
has been included 4, including variable description, usage conditions and reference materials.
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CAPM expected return
uses market systemic risk to explain equilibrium expected excess returns.
View formula explanationSharpe ratio
measures the average excess return corresponding to the fluctuation of excess return per unit.
View formula explanationFisher interest rate relationship
decomposes nominal interest rates into the product of real interest rates and inflation.
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Reference: MIT OpenCourseWare · Finance Theory ↗
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