Managerial Statistics (ENMGT 572)
Group Assignment

You are permitted to use SPSS to solve the following problems unless otherwise stated.

Problem 1: Refer to the data file Executive salary.xls. This files shows annual salary of CEOs for various companies and industries. The random variable of interest for this exercise is Sum97. This is the CEO’s annual salary plus bonuses for the year 1997 (referred to as salary here-in). The purpose of this exercise is to determine if there is a significant difference between mean salaries of executives for various industries. There are 8 industries in this data file. Answer the following questions, assume = .05 level for all tests.

a. Briefly explain (in one or two sentences) what type of test approach you would use to determine if there is a difference in the mean salaries among all industries. Also, how would you set up the null and alternate hypothesis? b. Conduct a test to determine if the mean salaries among all industries are equivalent. Also, if there is a difference briefly explain or identify the variables or categories (treatment) that contribute to this difference (You may use Tukey’s Procedure for answering this part) c. Conduct a test to determine if there exist a difference in the mean executive salary for the following groups of industries: I. Industrial and Basic Materials

II. Industrial and Technology
III. Basic Materials and Technology
Before conducting the test above, perform a test on equivalent population variances for each pair of company type. In a brief paragraph, comment of the conclusions of the test results. d. Determine the upper and lower range salary values for each industry at 90% and 95% confidence intervals e. Perform a test of normality (Chi-Square evaluation) on the data for each of the three industries in part c and comment on your findings. First produce a histogram with about 5 categories for this test and perform the test using a...

...Business
BEO5539 BUSINESS STATISTICS/
BEO6501 QUANTITATIVE ANALYSIS
ASSIGNMENT1 (GROUPASSIGNMENT) – 30%
This groupassignment requires your team to apply statistical knowledge and skills learned from
BEO5539 lectures between week 2 and 7. Please note the following:
(a) Each assignmentgroup will comprise no more than 3 members. Each team member is
expected to work collaboratively with one another and contribute their fair share of effort in
completing this groupassignment. Team members must be from the same tutorial group. It
is important that there is coordination among team members to ensure this assignment is
duly completed and submitted by the deadline.
(b) Real data must be used for this assignment. The variables for this groupassignment are
identified in Table 1 below. These variables can be extracted from Orbis database via
http://library.vu.edu.au/search/f?SEARCH=orbis&sortdropdown=-
(c) In Orbis database, please:
- select 3 countries (at least one developed country and one developing
country);
- select one industry (same industry for the 3 countries);
avoid selecting data from 2014 because significant amount of the 2014 data
is yet to be released through this database. Missing data must not be
included in the analysis and therefore must be...

...the talents and abilities of his employees thus showing them publicly that he is aware of their strong points. He is so comfortable in their capabilities that he will delegate to them tasks which he usually carries out himself. When regular seminars take place and employees are asked to give their ideas on how to run the company and improve its progress they will surely bring out powerful ideas which will transform the employees into thinkers and provide ample space so that the members will feel that they can propel the public venture from their own angle, particular point of view. So they will feel strong enough to perform with energy and zest. As a group, they will feel empowered because their knowledge will grow because they will feel that they are up to par with their leaders and feel proud to belong to this particular group. This approach will create a very warm work atmosphere which will definitely push or motivate the employees to give their best at all times even when the going is hard. They feel that the manager is so close to them that they can share and promote the mission statement.
Setbacks are ideal opportunities for leaders and managers to review their decisions and approach in learning not to repeat such mistakes. Such flexibility helps the whole team to realise that is not important to worry about past failures but to re-direct their energy through new ventures in listening to fresh ideas, coming from different angles....

...560 BUSSINESS COMMUNICATION
12 AUGUST 2014
Lecturer Varun
ASSESSMENT NO 1
Question 1(a)
Explain the process theory in your own word.
Ans.:-
Process Theory :- The process theory mainly focus on the process of communication. Its main aim is to establish a communication successfully. Process theory is the activity of transfer of information between two people.It might be written or a speech.
Process theory involves three main components :-
Sender:- Sender has a felling to convey his ideas.
Encoding:- Then a message is sent to a receiver in words or actions,graphics.
Message:- Messages are the result of encoding.
Question (1 B)
Apply the process theory by inentifying the main elements and 3 barries and challenges that barry baces of communication that relateto the above case studt
There are three main elements in this case study:-
1.Cultural:- The employees are from diverse backgrounds, so they find it difficult to understand what Barry's trying to tell them. This because of the difference in religious or culture of Barry and the employees.
2.Emotional:- At the Barry's home the things haven't been going well and when he comes to work and walks into the kitchen he notices several trays of uncooked meat outside in kitchen area. He gets frustrated and does not know what to do.
3.Non-verbal:-...

...
Assignment11. Looking at SCORE variable, the skewness is -0.0511422 and excess kurtosis is 0.208336. For the normal distribution, skewness is zero. Since the skewness for SCORE variable is negative, this indicates that the distribution is skewed to the left (the long tail will be in the negative direction). For the normal distribution, kurtosis is three. So K-3 measures excess kurtosis. Since the excess kurtosis for SCORE variable is positive, the distribution is leptokurtic (it has thick tails as compared to the normal distribution.
Summary Statistics, using the observations 1 - 324
for the variable SCORE (324 valid observations)
Mean
Median
Minimum
Maximum
1.70062
1.75000
0.500000
3.25000
Std. Dev.
C.V.
Skewness
Ex. kurtosis
0.522215
0.307074
-0.0511422
0.208336
5% Perc.
95% Perc.
IQ range
Missing obs.
0.750000
2.50000
0.500000
0
Summary Statistics, using the observations 1 - 324
for the variable PRICE (324 valid observations)
Mean
Median
Minimum
Maximum
21.6155
19.9199
9.90050
57.8035
Std. Dev.
C.V.
Skewness
Ex. kurtosis
6.49527
0.300492
1.34704
3.62715
5% Perc.
95% Perc.
IQ range
Missing obs.
13.2520
33.7187
7.50047
0
2. Using the scatterplot, SCORE and PRICE have upward trend or positive relationship.
3. The correlation coefficient (0.61115142) is positive and neither close to zero or one indicating a positive relationship (neither weak nor strong). Hence, an increase in wine quality...

...
ADVANCED SECURITY ANALYSIS
[BFF5040]
“THE FAMA-FRENCH CASE STUDY”
_____________________________________
GROUPASSIGNMENTGROUP 18
ALEX LEE [26268418]
JIANNAN ZHANG [25842528]
XUAN ANH NGO [26274736]
YIMING BAI [26413760]
ZHOUJING LI [25675087]
WORD COUNT: 2,918 WORDS
CONTENTS
EXECUTIVE SUMMARY 3
PART ONE. IN-SAMPLEAPPLICATION OF MODEL 3
1.1. FIRST-PASS REGRESSION OF 20 ASSETS 3
1.2 SECOND-PASS REGRESSION OF 20 ASSETS 4
PART TWO. OUT-OF-SAMPLE MODEL PERFORMANCE 5
2.1. CONSTRUCTION OF OUT-OF-SAMPLE PORTFOLIOS 5
2.2 EVALUATION OF OUT-OF-SAMPLE PORTFOLIOS 6
PART THREE. TESTS OF MOMENTUM-BASED PORTFOLIOS 8
3.1 CONSTRUCTION OF MOMENTUM-BASED PORTFOLIOS 8
3.2 EVALUATION OF MOMENTUM PORTFOLIOS 8
APPENDIX 12
A1 FIRST-PASS REGRESSION OF 20 ASSETS 12
A2 OUT OF SAMPLE CONSTRUCTION 15
A3 MOMENTUM 17
REFERENCES 20
EXECUTIVE SUMMARY
The aim of this report is to provide a practical study in order to determine, analyse and investigate market data through the use of the famous Fama-French three factor model (FF3). Moreover, this study will test the theory and will provide evidence of the anomalies discovered in relation to the variation in stock returns. Hence, in short the study will allow for the assessment of the effectiveness of the FF3 given the market data, and the discovery of the potential limitations.
PART ONE. IN-SAMPLE APPLICATION OF MODEL
1.1 FIRST-PASS REGRESSION OF 20 ASSETS
For each of...

...UCD Michael Smurfit Business School
PORTFOLIO & RISK MANAGEMENT (PRM) FIN41360
Assignment1 - Portfolio Optimization
3102 words
Bui, Thi Huong
14201497
Signed
Sethupathy, Hariharan
14203463
Signed
Pham, Minh Tung
14200678
Signed
Zhu, Qingying
14203262
Signed
Ye, Ying
14203002
Signed
Statement
We declare that all material included in this project is the end result of our own work and that
due acknowledgement has been given in the bibliography and references to all sources be they
printed, electronic or personal
Contents
Executive Summary ...................................................................................................................... 2
Part I: Introduction ...................................................................................................................... 2
I. Background and motivation.................................................................................................. 2
II. Data & Methodology............................................................................................................ 2
Data........................................................................................................................................ 2
Methodology........................................................................................................................... 2
Part II: Portfolio Optimization – Markowitz vs. Bayes-Stein...

...Subject Code: ECOM90009
Subject Name: Quantitative Methods for Business
Assignment Number: 2
Workshop Day and Time: Thursday 02:15pm
Tutor Name: Jackson Yuen
Student ID Number
Student Name
1.
2.
3.
4.
Question 1:
a.
Count
150
Mode
22
Sum
3231
Standard Deviation
4.728
Range
29
Sample Variance
22.357
Maximum
36
Coefficient of Variance
0.22
Minimum
7
Mad
3.0
Mean
21.54
25th percentile
18.5
Median
22
75th percentile
25
The central location of the distribution includes mean, median and mode. As illustrated above, the mean number, median number and mode number of the distribution of installation times are 21.54,22 and 22. There are little differences among the three numbers which means that the shape of the distribution is nearly symmetric.
The variance of the installation time of this sample is 22.357 while the standard deviation is 4.728. The installation time ranges from 7 minutes to 36 minutes. The coefficient of variance is 0.22 which is low. The mad of the sample is 3.0.
The first quartile is 18.5 indicating that 25% of the purchasers’ installation time is less than 18.5 minutes. However the third quartile is 25 which shows that 75% of the purchasers spent less than 25 minutes to install the software.
b.
Yes, we are able to estimate the mean installation time using this data. We do not know the variance of the population so we need...