We can find a portfolio’s variance as a straightforward function of the variances and correlations of the component securities.
We cannot do it for semivariance and target semivariance.
We also cannot take the derivative of semivariance or target semivariance.
Will be disscussed in probability.
If you want to change selection, open original toplevel document below and click on "Move attachment"
|status||not read|| ||reprioritisations|
|last reprioritisation on|| ||suggested re-reading day|
|started reading on|| ||finished reading on|