Quants-Stat Concepts and Mkt Returns

gupterohan24
Posts: 2
Joined: Mon Feb 01, 2016 1:46 pm

Quants-Stat Concepts and Mkt Returns

Postby gupterohan24 » Sat Apr 16, 2016 9:52 pm

In coefficient of variation formula, why don't/can't we use Geometric mean in the denominator even if we intend to calculate CV based on past data?

Q1 part I(Challenging Problems) - Schweser pg 151

"What is the CV of nopat fund annual total returns 2005-09 and of Emfund annual returns for 2004-09 :?: :?:

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nehad
Posts: 3
Joined: Mon Mar 07, 2016 6:02 am

Re: Quants-Stat Concepts and Mkt Returns

Postby nehad » Mon May 23, 2016 6:44 am

Hi Rohan

will you please attach the question?


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