Time Series

Expected Risk

Expected Returns

Optimization

Simulation

Exposure to Loss

Risk Budgets

Factor Analysis

Cash Flow Analysis

Correlation

Correlation measures the degree and direction of the co-movement between two assets.

A positive correlation indicates that the two assets tend to move in a similar direction, whereas a negative correlation indicates that they tend to move in opposite directions. A correlation of zero indicates that the returns of the two assets are uncorrelated.

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