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Dispersion (finance) : ウィキペディア英語版 | Dispersion (finance)
Dispersion is a measure for the statistical distribution of portfolio returns. It is the asset-weighted standard deviation of individual portfolio returns within a comparable client group (composite) from the composite return. ==Types of dispersion== Dispersion is of the following types: # Range # Variance # Standard deviation # Mean absolute deviation # Quartile deviation A more extensive list is at Statistical dispersion.
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