Quant Nugget 2 : Linear vs. Compounded Returns – Common Pitfalls in Portfolio Management
| Year of publication: |
2010
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|---|---|
| Authors: | Meucci, Attilio |
| Publisher: |
[2010]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income |
| Description of contents: |
Linear and compounded returns are at times used interchangeably: this practice has dangerous repercussions on risk and portfolio management
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| Extent: | 1 Online-Ressource (5 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: GARP Risk Professional, pp. 49-51, April 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2010 erstellt |
| Classification: | C1 - Econometric and Statistical Methods: General ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013145037