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...

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