Question: Question 3 : Modle de rendements a) Dfinir et expliquer la moyenne arithmtique et gomtrique, et dans quelle circonstance les utilisent-on? b) Dfinir et expliquer

Question 3 : Modle de rendements a) Dfinir et expliquer la moyenne arithmtique et gomtrique, et dans quelle circonstance les utilisent-on? b) Dfinir et expliquer les coefficients dasymtrie (Sknewess) et daplatissement (Kurtosis), et a quoi servent-ils? c) Dfinir et expliquer les modles de Fama et French (1993), Pastor et Stanbaugh (2003) ainsi que de linterprtation dun coefficient de votre choix en prenant un exemple numrique. d) Expliquer comment pourrait-on ajuster le bta pour tenir compte de lendettement (leverage)?

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