IMAC Lecture: Basic Investment Management Statistics
Nadima El-Hassan | University of Technology Sydney
About this Lecture
This lecture instructs IMAC candidates on the statistics used to describe and analyse the risk and return characteristics of securities and portfolios including:
- computing time-weight and dollar-weighted returns in an investment portfolio over multiple years, and differentiating between their application;
- calculating geometric and arithmetic mean and decribing the differences between the two;
- describing the differences between compound and simple interest;
- understanding the significance of the normal distribution, descriptive statistics and their applic...