Sumários

2 Outubro 2017, 11:30 • Alexandra Bugalho de Moura

2. Statistical Concepts and Market Returns

2.5 Measures of dispersion

- Semivariance and semideviation. Examples.

2.6 Symmetry and skewness in return distributions.

2.7 Kurtosis in return distributions

Emperical rule for the normal distribution.

2 Outubro 2017, 10:00 • Alexandra Bugalho de Moura

2. Statistical Concepts and Market Returns

2.5 Measures of dispersion

- Semivariance and semideviation. Examples.

2.6 Symmetry and skewness in return distributions.

2.7 Kurtosis in return distributions

Emperical rule for the normal distribution.

27 Setembro 2017, 11:30 • Alexandra Bugalho de Moura

2. Statistical Concepts and Market Returns

2.3 Measures of Central Tendency

- Arithmetic versus Geometric Mean Returns

- Other measures of location: order statistics, percentiles

2.4 Measures of Dispersion

- Range, Mean Absolute Deviation, Variance, Standard Deviation

27 Setembro 2017, 10:00 • Alexandra Bugalho de Moura

2. Statistical Concepts and Market Returns

2.3 Measures of Central Tendency

- Arithmetic versus Geometric Mean Returns

- Other measures of location: order statistics, percentiles

2.4 Measures of Dispersion

- Range, Mean Absolute Deviation, Variance, Standard Deviation

25 Setembro 2017, 11:30 • Alexandra Bugalho de Moura

2.2 Summarizing data using frequency distributions

2.3 Measures of central tendency

- Mean, median and mode

- Arithmetic mean and geometric mean.

- Geometric mean returns.