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CFA LevelⅠ: Quantitative Methods(Part1)

作者:admin 文章来源:CFA培训 点击数: 更新时间:2012-12-27 16:02
PartⅠ:Statistical Concepts and Market Returns
  1. Descriptive Statistics & Inferential Statistics
  2. Population & Sample
  3. Types of Measurement Scales
·Nominal Scales
·Ordinal Scales
·Interval Scales
·Ratio Scales
  1. Frequency Distribution
·Absolute frequency & Relative frequency
·Cumulative frequency
·Histogram & Frequency polygon
  1. Measures of Central Tendency
·Mean;Arithmetic mean;Geometric mean;Weighted mean;Harmonic mean;
·Harmonic mean≦geometric mean≦arithmetic mean
·Populatin mean(μ)and sample mean(χ)
·Median and Mode
  1. Quantiles
·Median;Quartiles;Quintile;Decile;Percentile
·if n*percentile is a whole number,Ly=n*y/100                              
  1. Measures of Dispersion
·Range=maximum value-minimum value
·Mean absolute deviation
·Variance—Population variance & Sample variance
·Standard Deviation:σ S
·Semivariance & Target Semivariance
  1. Relative Disperision
·Coefficient of variation:relative disperision:CV=s/X
·Sharp Ratio=(R-Rf)/ σ
  1. Chebyshev’s Inequality
·对于任意一组观测值,个体落于均值周围k个标准差之内的概率不小于1-1/k2,其中任意k﹥1.
  1. Skewness
·Symmetrical and nonsymmetrical distributions
·

 ·Positively skewed and negatively skewed
  1. Kurtosis
·Excess kurtosis is measured relative to a normal distribution,which has a kurtosis of 3,Excess kurtosis=sample kurtosis-3
·Positive values of excess kurtosis and Negative values of excess kurtosis
·0 excess kurtosis indicate mesokurtic distribution
·
 
 
 
·Leptokurtic VS. Platykurtic
上一篇文章:CFA LevelⅠ: Ethical and Standard of Professional Conduct(Part3)
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