Vol. 4, Issue 1, 2010December 31, 2009 EDT
ccby-nc-nd-4.0
The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration
The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration
Kwan, Clarence C. Y. 2010. “The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration.” Spreadsheets in Education 4 (1).