Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management

Versione 1.1.0.0 (3,83 KB) da Attilio Meucci
Compounded returns for projection/estimation Linear returns for portfolio aggregation
0.0
(0)
1,2K download
Aggiornato 4 mag 2011

Visualizza la licenza

To walk through the code and for a thorough description, refer to
A. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",

Latest version of code and article available at http://symmys.com/node/141

Cita come

Attilio Meucci (2025). Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management (https://it.mathworks.com/matlabcentral/fileexchange/31308-linear-versus-compounded-returns-common-pitfalls-in-risk-and-portfolio-management), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2010b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Tag Aggiungi tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

LinRetsVsLogRets/

Versione Pubblicato Note della release
1.1.0.0

fixed typo
1.0.0.0