Visual Portfolio Statistics

18 Pages Posted: 25 Jun 2006 Last revised: 24 May 2010

See all articles by Tom Arnold

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Bonnie Buchanan

Seattle University - Albers School of Business and Economics

Date Written: June 22, 2006

Abstract

This paper develops visual aids for the understanding of two asset portfolio mathematics. Specifically, visual aids are utilized in teaching portfolio variance and correlation coefficient concepts. The presentation is simple, yet powerful, and is useful for an audience with varying levels of statistical sophistication. Consequently, the visual aids can replace or complement standard presentations of basic portfolio theory.

Keywords: Correlation, Portfolio Statistics, Statistics, Potfolio Theory

JEL Classification: G10, G11, G19

Suggested Citation

Arnold, Thomas M. and Buchanan, Bonnie, Visual Portfolio Statistics (June 22, 2006). Available at SSRN: https://ssrn.com/abstract=911247 or http://dx.doi.org/10.2139/ssrn.911247

Thomas M. Arnold (Contact Author)

University of Richmond - E. Claiborne Robins School of Business ( email )

1 Gateway Drive
Richmond, VA 23173
United States
804-287-6399 (Phone)
804-289-8878 (Fax)

Bonnie Buchanan

Seattle University - Albers School of Business and Economics ( email )

900 Broadway
Seattle, WA 98122
United States
206 296-5977 (Phone)

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