E elite708 New member Joined Jan 17, 2015 Messages 0 Reaction score 0 Jan 17, 2015 #1 this is a bit confusing. do we need to understand how to calculate covariance between two markets given a factor covariance matrix? thanks,
this is a bit confusing. do we need to understand how to calculate covariance between two markets given a factor covariance matrix? thanks,