A requiem for the use of the geometric mean in evaluating portfolio performance
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References listed on IDEAS
- 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.
- Eugene F. Fama & Kenneth R. French, 1999.
"The Corporate Cost of Capital and the Return on Corporate Investment,"
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American Finance Association, vol. 54(6), pages 1939-1967, December.
- Eugene F. Fama & Kenneth R. French, "undated". "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers 355, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Eugene F. Fama & Kenneth R. French, "undated". "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers 469, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Eric Jacquier & Alex Kane & Alan J. Marcus, 2005. "Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(1), pages 37-55.
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- Missiakoulis, Spyros & Vasiliou, Dimitrios & Eriotis, Nikolaos, 2012. "Forecasting Performance with the Harmonic Mean: Long-Term Investment Horizons in Shanghai Stock Exchange," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 0(Number 1), pages 1-11, May.
- Sonntag, Dominik, 2018.
"Die Theorie der fairen geometrischen Rendite
[The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
- repec:spr:annopr:v:238:y:2016:i:1:d:10.1007_s10479-015-2035-x is not listed on IDEAS
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