cfa一级公式.doc精品文档
精品文档
1
精品文档
Quantitative
Holding
PeriodYield:HPY
P1
P0
CF1
P0
BankDiscountYield:rBD=D
360=FV
P0
360
F
t
FV
t
MoneyMarketYield:rMM
HPY
360
rBD
t
t
1
rBD
360
EffectiveAnnualYield:EAY
(1HPY)365/t
1
Continuouslycompoundedrateofreturn:rcc
ln
s1
ln1HPR
s2
BEY)
t
t
1HPY
(1
2365
(1
EAY)365
2
RTime
weighted
n(1
r1)(1
r2)...(1rn)
1
RMoneyweighted
IRR
n
Xi
n
n
XArithmetic
i
1
;XWeighted
WiXi;XGeometric
n
x1x2
xn(XGeometric
XArithmetic
);XHarmonic
n
n
1
i
1
i1
Xi
Ly
(n
1)
y
100
Range
MaxValue
MinValue
Excesskurtosis=Samplekurtosis-3
n
n
)2
n
X)2
Xi
2
(Xi
2
(Xi
MAD
i1
;PopulationVariance
:
i1
;SampleVariance:s
i1
;MAD
n
n
n
1
切比雪夫不等式：P[(xX)
1
1
ks]
2
k
CoefficientofVariation:CV
sx
X
cfa一级公式 来自淘豆网m.daumloan.com转载请标明出处.
