Asset correlation table
[DOC File]Instructions for Use of the - Ontario
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Asset Type: This is a mandatory field that uses a drop-down menu to select the appropriate valuation type. The asset type determines the appropriate amortization period for the asset based on a pre-established schedule. The drop down menu should be modified for other departments based on their specific asset types and concluded asset lives.
[DOC File]Spreadsheet Modeling Example - DHIS
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Fill Out the Correlations Table (Matrix). The correlations table (matrix) from H6:L10 has a simple structure. All of the elements on the diagonal represent the correlation of an asset return with itself. For example, H6 is the correlation of the Asset 1 return with the Asset 1 return, which is one. I7 is the correlation of Asset 2 with 2, and so on. Enter 100.0% into the diagonal cells from H6 ...
[DOC File]Chapter 10: Return and Risk: The Capital-Asset-Pricing ...
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The correlation between the returns on Highbull’s stock and Slowbear’s stock is 0.9770. Value of Atlas stock in the portfolio = (120 shares)($50 per share) = $6,000
[DOC File]Chapters 1&2 - Investments, Investment Markets, and ...
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(Figure 5.5 and Table 5.4 - Digital Image) Asset allocation. Asset allocation: portfolio choice among different investment classes. Risky assets vs. risk-free assets. All risky assets form a value-weighted risky portfolio, P. All risk-free assets form a risk-free asset with a risk-free rate, rf . Complete portfolio: a portfolio including risky assets and risk-free assets. Complete portfolio ...
[DOC File]Estimating Implied Correlations for Basket FX Options ...
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The historical correlation between EM Equity and our recession factor is over 40%. Using historical data and notation from the previous section, we have calculated the following quantities. As expected, asset classes with significant alternative beta exposures have larger equilibrium returns than usual. The table below specifies the vector ...
[DOC File]Tom Idzorek’s Portfolio Optimizer
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Rather than using a single-index model to estimate correlation and covariance matrices, the Optimizer produces a "full" estimate of correlation and covariance. Using Excel's CORREL and COVAR functions, the correlation coefficient and covariance of each asset pairing is calculated using the most recent 60 months of lognormal returns. Thus, for a portfolio of 100 assets, each matrix includes ...
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