Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.

Let's go over how to calculate the historical variance of stock returns as we work through an example step by step.

Markowitz's celebrated mean-variance portfolio optimization theory assumes that the means and covariances of the underlying asset returns are known. In practice, they are unknown and have to be ...

The multi-period portfolio-selection problem is formulated as a Markowitz mean-variance optimization problem. It is shown that the single-period Markowitz quadratic programming algorithm can be used ...

The Adaptive Asset Allocation (AAA) portfolio combines two different tactical approaches (momentum and minimum variance) into one algorithm.

Diversifying away risk in a cryptocurrency portfolio could be very difficult, however, research shows us otherwise.

We are pleased to announce we have improved our My Portfolios feature by offering two different calculations for portfolio.

Learn more about covariance and how financial planners and economists use the concept. Explore an example of covariance in the stock market.