Quant Nugget 2: Linear vs. Compounded Returns – Common Pitfalls in Portfolio Management
SYMMYS; Kepos Capital
May 1, 2010
GARP Risk Professional, pp. 49-51, April 2010
Linear and compounded returns are at times used interchangeably: this practice has dangerous repercussions on risk and portfolio management.
Number of Pages in PDF File: 5
JEL Classification: C1, G11Accepted Paper Series
Date posted: April 9, 2010 ; Last revised: November 15, 2010
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