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Possessing financial assets that provide returns and have a high covariance with each other will not provide very much diversification.
For example, if stock A's return is high whenever stock B's return is high and the same can be said for low returns, then these stocks are said to have a positive covariance. If an investor wants a portfolio whose assets have diversified earnings, he or she should pick financial assets that have low covariance to each other.
ковариация, смешанный второй момент
- covariance of estimates
- conditional covariance
- generalized covariance
- limiting covariance
- multiple covariance
- negative covariance
- normalized covariance
- partial covariance
- population covariance
- sample covariance
- serial covariance
- stationary covariance
- trend covariance
covariance, analysis - ковариантный анализ; позволяет использовать возможности статистического контроля для интерпретации неконтролируемых переменных.
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ковариация, смешанный второй момент
ковариантность
2
ковариационный
3
ковариация
ковариация; измерение изменения двух переменных относительно их средних величин;
- analysis covariance[/m]
f мат.
ковариантность
• Statistical measure of the variance of two random variables measured in the same mean time period