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  • Choosing Your Portfolio Risk Tolerance [View article]
    Geoff,

    Do you use adjusted historic prices when calculating asset correlation?

    RAJ
    May 23 11:23 am |Rating: 0 0 |Link to Comment
  • Choosing Your Portfolio Risk Tolerance [View article]
    Geoff,

    Thanks for the reply. Perhaps 'sum of all intra-portfolio correlations' is a better definition.

    RAJ
    May 22 16:10 pm |Rating: 0 0 |Link to Comment
  • Choosing Your Portfolio Risk Tolerance [View article]
    Exceptional article, one of the most thorough I’ve seen on this site. Within the scope of your analysis, do you have data on weighted correlations of the portfolios, and various rebalancing methodologies?
    May 21 16:05 pm |Rating: 0 0 |Link to Comment
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