Visit Professor Kenneth French's data library website: mba.tuck.dartmouth.edu/ pages/faculty/ken.french/data_library.html and download the monthly returns of 6 portfolios

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Visit Professor Kenneth French's data library website: mba.tuck.dartmouth.edu/ pages/faculty/ken.french/data_library.html and download the monthly returns of "6 portfolios formed on size and book-to-market (2 × 3)." Choose the value-weighted series for the period from 1/1928-12/2012 (1,020 months). Split the sample in half and compute the average, SD, skew, and kurtosis for each of the six portfolios for the two halves. Do the six split-halves statistics suggest to you that returns come from the same distribution over the entire period?
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Investments

ISBN: 978-0077861674

10th edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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