Benzinga

DECEMBER 13, 2023

As this model scales, ESR is poised to build. Full story available on Benzinga.com

Covariance 40

Covariance Equity 40

Andrew Stolz

AUGUST 6, 2020

The portfolio return variance is calculated by multiplying the squared weight of each asset by its variance and adding two times the weight of each asset multiplied by the covariance of the asset pair. The covariance of the assets is sqrt(0.3)*sqrt(0.2) The portfolio standard deviation is the square root of the portfolio variance.

Beta 52

Beta Covariance Systematic Risk Marketability 52

Reynolds Holding

FEBRUARY 6, 2023

Retail investors’ share of total equities trading volume in the U.S. We then analyze whether participants’ personal characteristics drive their portfolio reallocation decisions in response to ESG information and use demographics, financial literacy and experience, personality traits, and ESG awareness as potential covariates.

Covariance 59

Covariance Start-ups Marketability Equity 59

Musings on Markets

DECEMBER 21, 2022

I provide an introduction to cash flows and risk , and how they play out in the time value of money , and the basics of valuing contractual cash flows (bonds), residual cash flows (equity) and contingent cash flows (options).

Corporate Finance 89

Corporate Finance Finance Start-ups Marketability 89