Doubts

Total Variance of Stock Portfolios

Re: Total Variance of Stock Portfolios

by Julio Crego -
Number of replies: 0
Dear Eric,

Risk can be measured as variance or as volatility. Both are measures of risk.

The case of:

\(\sigma = systematic + idyosincratic\)

pretends to be something illustrative. Risk can be decomposed into idiosyncratic and systematic, whatever measure of risk we use.