2 ms·
Not a professional finance person, but I think that in that context it's important to look at "uncorrelated from what". When building a basket of uncorrelated a
by davidivadavid 6y ago
Not a professional finance person, but I think that in that context it's important to look at "uncorrelated from what". When building a basket of uncorrelated assets, you look at pairwise correlations, not just aggregates.