PORTFOLIO MANAGEMENT - Geometric or Arithmetic Mean: A Reconsideration - Biases that result from using either past mean return for forecasting may paint too rosy a view of future portfolio growth.
Year of publication: |
2003
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Authors: | Jacquier, Eric ; Kane, Alex ; Marcus, Alan J. |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 59.2003, 6, p. 46-53
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