Example: stock market
Chapter 1 Portfolio Theory With Matrix Algebra
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Chapter 1 Portfolio Theory with Matrix Algebra
faculty.washington.eduAug 07, 2013 · Chapter 1 Portfolio Theory with Matrix Algebra Updated: August 7, 2013 When working with large portfolios, the algebra of representing portfolio expected returns and variances becomes cumbersome. The use of matrix (lin-ear) algebra can greatly simplify many of the computations. Matrix algebra