The curriculum changes have been made recently and you expect people to come up with full corporate issuer lectures within this short span of time? Start with what's been shared with you, recent changes will be covered soon in live classes.
The curriculum changes have been made recently and you expect people to come up with full corporate issuer lectures within this short span of time?
Start with what’s been shared with you, recent changes will be covered soon in live classes.
There shouldn't be any point of confusion. See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer. But when the correlation coefficient is anything between -1 to 1, weRead more
There shouldn’t be any point of confusion.
See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer.
But when the correlation coefficient is anything between -1 to 1, we need to use weight ^2 * Variance +Weight ^2*variance +2*wt*wt*Covariance, I hope you know this formula.
There shouldn't be any point of confusion. See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer. But when the correlation coefficient is anything between -1 to 1, weRead more
There shouldn’t be any point of confusion.
See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer.
But when the correlation coefficient is anything between -1 to 1, we need to use weight ^2 * Variance +Weight ^2*variance +2*wt*wt*Covariance, I hope you know this formula.
Yes it will be zero, we know kurtosis of the normal distribution is 3 and it would have been very awkward for less sophisticated people to take 3 as the reference and so to make things easier, we defined excess kurtosis which is kurtosis-3 and so it is 0 for normal distribution. Now find it easy toRead more
Yes it will be zero, we know kurtosis of the normal distribution is 3 and it would have been very awkward for less sophisticated people to take 3 as the reference and so to make things easier, we defined excess kurtosis which is kurtosis-3 and so it is 0 for normal distribution. Now find it easy to take this as the reference. Excess kurtosis is >0 for leptokurtic and <0 for platykurtic.
Can you share a picture of the example you are talking about since, in this picture which you shared, we will use AM for one year and GM for investment period>1 year.
Can you share a picture of the example you are talking about since, in this picture which you shared, we will use AM for one year and GM for investment period>1 year.
Like SD represents average deviation around mean, so if we say range represents deviation, then deviation around what? . So we can say range represents the variability in the data or volatility in the data. For ex: 2,4,6,8 do range in this case is 6 which means data is not much volatile but when whRead more
Like SD represents average deviation around mean, so if we say range represents deviation, then deviation around what? . So we can say range represents the variability in the data or volatility in the data.
For ex: 2,4,6,8 do range in this case is 6 which means data is not much volatile but when wh take 2,4,18,52,78,100 then range in this case is 98 which denotes large variability in the data or data are more dispersed.
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Still waiting for the response, if you help me out?
Still waiting for the response, if you help me out?
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It will be corrected, it should be 5 .
It will be corrected, it should be 5 .
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The curriculum changes have been made recently and you expect people to come up with full corporate issuer lectures within this short span of time? Start with what's been shared with you, recent changes will be covered soon in live classes.
The curriculum changes have been made recently and you expect people to come up with full corporate issuer lectures within this short span of time?
Start with what’s been shared with you, recent changes will be covered soon in live classes.
help me simplify the understanding here
There shouldn't be any point of confusion. See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer. But when the correlation coefficient is anything between -1 to 1, weRead more
There shouldn’t be any point of confusion.
See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer.
But when the correlation coefficient is anything between -1 to 1, we need to use weight ^2 * Variance +Weight ^2*variance +2*wt*wt*Covariance, I hope you know this formula.
See lesshelp me simplify the understanding here
There shouldn't be any point of confusion. See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer. But when the correlation coefficient is anything between -1 to 1, weRead more
There shouldn’t be any point of confusion.
See when the correlation is perfectly positive, we can directly use weighted mean to find the standard deviation of the portfolio, like wt(A)*Sd(A) +Wt(B)*SD(B) this would be the answer.
But when the correlation coefficient is anything between -1 to 1, we need to use weight ^2 * Variance +Weight ^2*variance +2*wt*wt*Covariance, I hope you know this formula.
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Yes it will be zero, we know kurtosis of the normal distribution is 3 and it would have been very awkward for less sophisticated people to take 3 as the reference and so to make things easier, we defined excess kurtosis which is kurtosis-3 and so it is 0 for normal distribution. Now find it easy toRead more
Yes it will be zero, we know kurtosis of the normal distribution is 3 and it would have been very awkward for less sophisticated people to take 3 as the reference and so to make things easier, we defined excess kurtosis which is kurtosis-3 and so it is 0 for normal distribution. Now find it easy to take this as the reference. Excess kurtosis is >0 for leptokurtic and <0 for platykurtic.
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Can you share a picture of the example you are talking about since, in this picture which you shared, we will use AM for one year and GM for investment period>1 year.
Can you share a picture of the example you are talking about since, in this picture which you shared, we will use AM for one year and GM for investment period>1 year.
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Can you please repost this image , I hope you can see the image is inverted .
Can you please repost this image , I hope you can see the image is inverted .
See lessQuantitative Concepts
Like SD represents average deviation around mean, so if we say range represents deviation, then deviation around what? . So we can say range represents the variability in the data or volatility in the data. For ex: 2,4,6,8 do range in this case is 6 which means data is not much volatile but when whRead more
Like SD represents average deviation around mean, so if we say range represents deviation, then deviation around what? . So we can say range represents the variability in the data or volatility in the data.
For ex: 2,4,6,8 do range in this case is 6 which means data is not much volatile but when wh take 2,4,18,52,78,100 then range in this case is 98 which denotes large variability in the data or data are more dispersed.
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And please try next time to not post an inverted image, it helps.
And please try next time to not post an inverted image, it helps.
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