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ISSN 1448-6156
Article
Vol. 4, Issue 1, 2010December 31, 2009 EDT

The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration

Clarence C. Y. Kwan,
excel illustrationpositive definite covariance matrixmean-variance portfolio analysis
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Articles in Vol. 4, Issue 1, 2010

Vol. 4, Issue 1, 2010
  • Spreadsheet Implementations for Solving Boundary-Value Problems in Electromagnetics
    Mark A LauSastry P Kuruganty
  • Spinning the Big Wheel on “The Price is Right”: A Spreadsheet Simulation Exercise
    Keith A Willoughby
  • Spreadsheet-Based Sudoku as a Tool for Teaching Logical Deduction
    Clarence C. Y. Kwan
  • The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration
    Clarence C. Y. Kwan
  • Spreadsheet Solution of Basic Axial Force Problems of Strength of Materials
    Ernesto Juliá SanchisJorge Gabriel Segura AlcarazJosé María Gadea Borrell
Spreadsheets in Education
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).
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