Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Portfolio variance is a measure of the dispersion of returns of a portfolio.

Portfolio construction techniques based on predicted risk, without expected returns, have become quite popular within the last couple of years. Especially on Seeking Alpha, great articles have been ...

ORLANDO, Florida, April 10 (Reuters) - Correlations between U.S. stocks and bonds are weakening and in some cases turning negative for the first time in almost a year, breathing new life into the ...

The Journal of Finance, Vol. 41, No. 5 (Dec., 1986), pp. 1051-1068 (18 pages) Duality theory is employed to provide necessary and sufficient conditions for portfolios on the minimum-variance frontier ...

Correlation coefficients are indicators of the strength of the linear relationship between two different variables, x and y. A linear correlation coefficient that is greater than zero indicates a ...

Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Suzanne is a content marketer, writer, and fact-checker. She holds a Bachelor ...