收益管理与风险控制

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收益管理与风险控制
10.1 Individual Securities
The characteristics of individual securities that are of interest are the:Expected ReturnVariance and Standard DeviationCovariance and Correlation
10.2 Expected Return, Variance, and Covariance
  Consider the following two risky asset world. There is a 1/3 chance of each state of the economy and the only assets are a stock fund and a bond fund.

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关键词：风险控制 收益管理 correlation Individual Securities