how to plot efficient frontier



How to plot efficient frontier from sets of data containing expected return,
average return, variance, standard deviation, covariance and correlation ?
.



Relevant Pages

  • Re: how to understand projection, correlation & covariance
    ... correlation and covariance are statistical ... N cross correlators which basically compute the projection of r ... one deals with signals that have zero mean. ...
    (comp.dsp)
  • Re: A question about Covariance??
    ... correlation when covariance is the correct term. ... covariance of 1.5 conveys no immediate meaning as the units are unknown. ... called the "cross-correlation function". ...
    (comp.dsp)
  • Re: how to understand projection, correlation & covariance
    ... correlation and covariance are statistical ... N cross correlators which basically compute the projection of r ... one deals with signals that have zero mean. ...
    (comp.dsp)
  • Re: how to understand projection, correlation & covariance
    ... are projection, correlation and covariance. ... correlation and covariance are statistical ... one deals with signals that have zero mean. ...
    (comp.dsp)
  • Re: Categorical Data Help
    ... "covariance and variance do not apply to categorical data." ... with K levels can be replaced with binary dummy variables. ... One can calculate a coefficient of correlation between ... one could calculate the canonical correlation ...
    (sci.stat.consult)

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