CAMRADATA Models Dependencies for Quantitative Risk Assessment with MathWorks Tools
CAMRADATA Models Dependencies for Quantitative Risk Assessment with MathWorks Tools
2 PagesUSER STORY www.mathworks.com CAMRADATA Models Dependencies for Quantitative Risk Assessment with MathWorks Tools For investors, a well-diversified portfolio mitigates risk. To diversify effectively, the investment manager must understand the strength of the relationships between assets in a portfolio. For years, analysts have relied on correlation analysis to quantify this relationship. As a linear mea- sure, however, correlation does n
