1. annaleevance2000

    VaR versus standard deviation

    Hello @David Harper CFA FRM , sorry to bother you again, but I did not know where to put this question about Meissner's Example 1.2 of VaR for a two-asset portfolio. (Should I create a new thread for questions like this in the future?) On the table, the 'Deviate' is written as 2.326. However...
  2. W

    Standard Deviation and BA II Calculator

    I have come across this question and cannot seem to do the calculation in the BA II calculator. The question is: Use the probability distribution to calculate the standard deviation for the portfolio State of economy Prob Return Boom 0.30 15% Bust...
  3. C

    When to use standard error vs standard deviation in z and t-tests?

    I'm having trouble understanding when is the correct time to use a standard error vs a standard deviation in the denominator in hypothesis testing?
  4. Nicole Seaman

    P1.T2.20.11. Sample moments and bias

    Learning objectives: Estimate the mean, variance, and standard deviation using sample data. Explain the difference between a population moment and a sample moment. Distinguish between an estimator and an estimate. Describe the bias of an estimator and explain what the bias measures. Questions...
  5. P

    Miller chapter 3

    How will we solve the same by problem by using 70 and 30 percent probability sum by taking probailiy 70 and 30
  6. Nicole Seaman

    YouTube T2-21: Volatility: standard deviation

    The simple, common approach to estimating volatility is historical standard deviation. Here is a thread about the decision to include/exclude the mean return: David's XLS is here:
  7. Nicole Seaman

    YouTube T2-6 The skew (and sample skew) of a distribution

    The skew is the third central moment divided by the cube of the standard deviation. Here I calculate skew using the binomial distribution.
  8. Nicole Seaman

    P1.T2.710. Mean and standard deviation (Miller, Ch.3)

    Learning objectives: Interpret and apply the mean, standard deviation, and variance of a random variable. Calculate the mean, standard deviation, and variance of a discrete random variable. Interpret and calculate the expected value of a discrete random variable. Questions: 710.1. The...