How to get portfolio variance/VaR from the covariance matrix

[AnkitMichael]

Superb... :) Stocks Concepts...

[nowayneah]

Hello.

Could you please say how to calculate VaR for more assets(let's say 3 assets).

I tried to make for 3 assets but I'm not very sure if I succeeded because also I don't have a benchmark to compare it.

Can you please help me with a guidance of what should I do more precisely because on internet I really don't find for more than 2 assets.

Thank you.

btw: Your videos are amazing.

[cesarciro24]

Thank You sir.

[heracles82]

why you still use Normal assumption?

read Mandelbrot and Taleb!!!!

[zahablog]

Hello David you're videos are very helpful. The answer to Cyberspy is an example of Adam Smith's invisible hand. By the motive of promoting you're website, you are benefitting others in the process by these videos.

Alternatively, study guides are costly!

[adeeleo]

Remarkable!!

[Riverdale270]

Is it true that in this model you are assuming that µ=0, in other words, that there is no general drift in the market, no trend upwards in the stockprices. For daily data that is pretty common, but if we are working with for example 1-year VaR... you can better also use an assumption that µ!=0, right?

[cyberspy034]

1 video down 187 videos to go. Thank you for posting these videos. I can't figure out your motive for doing this but THANKS A BUNCH.

[bionicturtledotcom]

They are copies of higher quality videos (larger) that are posted on my website as additional help to customers who are paying members. So the motive is, in addition to being helpful, to promote my site. Thank you for thanking me!