Geometric Return and Portfolio Analysis
Year of publication: |
2003
|
---|---|
Authors: | McCulloch, Brian |
Publisher: |
Wellington : New Zealand Government, The Treasury |
Subject: | Arithmetic | geometric | returns | portfolio | lognormal distribution. |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/205533 [Handle] RePEc:nzt:nztwps:03/28 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; D84 - Expectations; Speculations ; G10 - General Financial Markets. General ; H55 - Social Security and Public Pensions |
Source: |
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Geometric Return and Portfolio Analysis
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