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dzhao034 · 2019年05月23日

correlation vs pairwise correlation

请问怎么理解光观网asset allocation 第一个case 第五题的答案? what is pairwise correlation ? how is that different from correlation? thanks

 "Although Trainor is correct that asset classes should be diversifying, low pairwise correlations with other asset classes is not sufficient. An asset class may be highly correlated with some linear combination of the other asset classes even when pairwise correlations are not high"


1 个答案

dzhao034 · 2019年05月23日

i got it. pairwise correlation is one by one fashion .....

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