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  1. Obtain returns from portfolio

    Hi guys, I have the following question below: I can obtain the expected portfolio return and stdev of stock 2 easily. I seem to be stumped obtaining the return of stock 2. I am thinking along the lines that this may have something to do with a conditional distribution between the two. Any...

  2. Forecasting Vol

    Hi all, May I clarify if this is correct, for forecasting volatility there is: 1) forecasting future volatility using past data [ARIMA/GARCH/EWMA] 2) forecasting future volatility using implied volatility 3) forecasting implied volatility using historical implied volatility and time series...
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