Hello,
I have a formula for intra-portfolio correlation but I think that it would be much easier to compute using matrices. Can someone show me please, how can I compute Q using the intraportfolio correlation formula using matrices? (the formula can be found at:
http://en.wikipedia.org/wiki/Diversification_%28finance%29)
I thought that I would have two vectors: I containing Xi values, J containing Xj and a matrix P containing the correlation coefficients.
So, how can I coupute Q using the I,J vectors and P matrix?
Thanks,
M
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