Question: a) Define and explain the arithmetic and geometric mean, and in what circumstances are they used? b) Define and explain the coefficients of asymmetry (Sknewess)
a) Define and explain the arithmetic and geometric mean, and in what circumstances are they used?
b) Define and explain the coefficients of asymmetry (Sknewess) and kurtosis (Kurtosis), and what are they used for? they?
c) Define and explain the models of Fama and French (1993), and Pastor and Stambaugh (2003) as well as the interpretation of a coefficient of your choice by taking a numerical example.
d) Explain how the beta could be adjusted to take into account debt (leverage)?
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a Arithmetic Mean The arithmetic mean is the sum of a set of numbers divided by the count of those numbers It is a simple average that is used to repr... View full answer
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