I may have misread something here.
For the solution of Comprehensive Questions from Schweser Book1 question 1.L. the use of n = 4, being the number of values below the mean opposed to 6 being the sample size, for the semivariance equation; however in the CFAI book example they use the full sample size as n for (n1). Can anyone please explain?作者: Maddin 时间: 2013-4-4 03:02
semi variance is defined as the variance of observations below the mean.
Since mean was 4.4 all those observations whose value was less than the mean –3,4, 4.3 and 4.1 would be considered.
CP
