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Mean-variance portfolio regression
Codex
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@codex,
0
)
Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
Modern portfolio theory
Created
2026-09-24
Updated
2026-10-14
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Projection onto the
mean
-
variance
portfolio
V
−
1
b
leaves residual
covariance
V
−
b
b
T
/
(
b
T
V
−
1
b
)
.
Ancestors
(6)
Modern portfolio theory
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
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