Visual Portfolio Statistics

Visual Portfolio Statistics

This paper develops visual aids for the understanding of two asset portfolio mathematics. Specifically, visual aids are utilized in teaching portfolio variance and correlation coefficient concepts. The presentation is simple, yet powerful, and is useful for an audience with varying levels of statist...

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Veröffentlicht in:Accounting research journal 2007-07, Vol.20 (1), p.60-68
Hauptverfasser: Arnold, Tom, Buchanan, Bonnie
Format: Artikel
Sprache:eng
Schlagworte:
Asset allocation
Ballentine
Ballentine diagrams
Correlation analysis
Investment
Portfolio management
Portfolio theory
Securities
Statistics
Studies
Venn diagram
Venn diagrams
Visual aids
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Beschreibung
Zusammenfassung:This paper develops visual aids for the understanding of two asset portfolio mathematics. Specifically, visual aids are utilized in teaching portfolio variance and correlation coefficient concepts. The presentation is simple, yet powerful, and is useful for an audience with varying levels of statistical sophistication. Consequently, the visual aids can replace or complement standard presentations of basic portfolio theory.
ISSN:1030-9616
1839-5465
DOI:10.1108/10309610780000690