Re: CAPM_diversification(positively correlated stock)

Posted by Granpa Simpson on Jun 19, 2014; 6:44pm
URL: http://discussion-forum.276.s1.nabble.com/CAPM-diversification-positively-correlated-stock-tp7593095p7593129.html

BTW I don't think if they are correlated it will necessarily be normally distributed, because a linear combination of normal rv's is normally distributed only if the rv's are iid's..!!!