John D. Cook personal blog
Weighting an average to minimize variance
How would you allocate money to a set of independent assets with to minimize volatility if some assets are more volatile than others?
- Points
- 104
- HN comments
- 57
- Submissions
- 1
- Cited by
- 0 commenters
Math & AlgorithmsDatabases & Data2025
On Hacker News
| Submitted | Title on HN | Points | Comments |
|---|---|---|---|
| Nov 15, 2025 | Weighting an average to minimize variance by ibobev | 104 | 57 |
