Concept
Version 6
Created by Boundless
Portfolio Risk
Variance of any portfolio
The formula shows that the overall variance in a portfolio is the sum of each individual variance along with the cross-asset correlations.
Source
Boundless vets and curates high-quality, openly licensed content from around the Internet. This particular resource used the following sources:
"Modern portfolio theory."
http://en.wikipedia.org/wiki/Modern_portfolio_theory%23Risk_and_expected_return
Wikipedia
CC BY.