Which is the correct discount rate? : arithmetic versus geometric mean
Year of publication: |
2020
|
---|---|
Authors: | Kipp, Martin ; Koziol, Christian |
Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 53.2020, 3, p. 355-381
|
Subject: | Asset returns | Arithmetic mean | Geometric mean | Geometric Brownian Motion | Discount rate | CAPM | PRIIPs | Theorie | Theory | Kapitaleinkommen | Capital income | Diskontierung | Discounting |
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