Forecasting Performance with the Harmonic Mean: Long-Term Investment Horizons in Shanghai Stock Exchange
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References listed on IDEAS
- Ercan Balaban & Asli Bayar & Robert Faff, 2006. "Forecasting stock market volatility: Further international evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 12(2), pages 171-188.
- Ian Cooper, 1996. "Arithmetic versus geometric mean estimators: Setting discount rates for capital budgeting," European Financial Management, European Financial Management Association, vol. 2(2), pages 157-167.
- Brailsford, Timothy J. & Faff, Robert W., 1996. "An evaluation of volatility forecasting techniques," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 419-438, April.
- Spyros Missiakoulis & Dimitrios Vasiliou & Nikolaos Eriotis, 2007. "A requiem for the use of the geometric mean in evaluating portfolio performance," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(6), pages 403-408.
- Spyros Missiakoulis & Dimitrios Vasiliou & Nikolaos Eriotis, 2010. "Arithmetic mean: a bellwether for unbiased forecasting of portfolio performance," Managerial Finance, Emerald Group Publishing, vol. 36(11), pages 958-968, September.
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KeywordsFinancial Economics; Marketing; Research Methods/ Statistical Methods;
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