Die Theorie der fairen geometrischen Rendite
[The Theory of Fair Geometric Returns]
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More about this item
Keywords
Fair geometric return; expected geometric mean; (adjusted) S ratio; volatility; entropy; fugue.;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
- G00 - Financial Economics - - General - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G1 - Financial Economics - - General Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HPE-2018-06-18 (History and Philosophy of Economics)
Statistics
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