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Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns
Hudson, Robert S.
;
Gregoriou, Andros
- In:
International Review of Financial Analysis
38
(
2015
)
C
,
pp. 151-162
a return set calculated using
logarithmic
returns
is less than the mean calculated using simple returns by an amount …
Persistent link: https://www.econbiz.de/10011264504
Saved in:
2
Calculating and comparing security returns is harder than you think : a comparison between logarithmic and simple returns
Hudson, Robert
;
Gregoriou, Andros
- In:
International review of financial analysis
38
(
2015
),
pp. 151-162
Persistent link: https://www.econbiz.de/10011337618
Saved in:
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