5.5 Time Series Analysis of Past Rates of Return
When working with historical data each of the observed holding period returns, they are assumed to have
5.6 The Normal Distribution
The normal distribution is presented in Figure 5.4. When distributions are normal they have a bell shaped
curve that allows complete description of the portfolio by examining the mean and standard deviation.
5.7 Deviations From Normality and Risk Measures
The normal distribution is symmetric and has small probabilities of occurrences in the tails of the
5.8 Historical Returns on Risky Portfolios
The historical record on investments is presented in Figure 5.6. The material presents results for large
5.9 Long Term Investments
When estimating long-term risk premiums, return distributions can be asymmetric with a significant
Figures 5.10 through 5.12 present analysis of simulated returns using the bootstrapping method. Figure
5.10 shows that returns on both large and small stocks depart from the assumption of normal
distributions. Figures 5.11 and 5.12 show that over the long haul, stocks are indeed more risky and that
terminal values can be less than risk-free securities.