Sentence examples for correlation portfolio from inspiring English sources

BLOOMBERG NEWS Morgan Stanley Reduces Risk in Credit Correlation Portfolio  |  Morgan Stanley and other banks are seeking to reduce the capital associated with the derivatives business dating to before the financial crisis, Bloomberg News writes.

Second, utilizing thematic correlations as a forward-looking view of risk vs. static correlations for portfolio construction helps in an environment of uncertainty.

That is because we believe there is only a faint correlation between past portfolio results and future results.

For this strategy to succeed, the bear market ETF must have high negative correlation to your portfolio.

Markowitz acknowledges the problem of using inaccurate correlation estimates for portfolio optimization in a recent paper he co-authored, Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with a Robust Co-Movement Measureby Sander Gerber, Markowitz and Punit Pujara.

While the FRTB allows the use of a 60-day liquidity horizon for equities, the FAQs clarified that banks can also apply the 60-day horizon for correlation calculations to portfolios predominantly made up of equities.

We can look at equity price correlations across the portfolio to measure this risk.

A natural question, arising as a consequence of such intertemporal correlations, are the portfolio theoretic implications of such facts.

His strategies would give investors two of the three things they look for from a hedge: a low correlation with their existing portfolio, at a level of volatility they can tolerate.

I use correlation measurements in advanced portfolio management to better manage risk.

Concerning education, there is no significant correlation between education and portfolio ranking.