WHY THE RETURN NOTION MATTERS (Q5696842): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: PORTFOLIO THEORY FOR "FAT TAILS" / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Elements for a theory of financial risks / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4001511 / rank | |||
Normal rank | |||
Revision as of 17:46, 10 June 2024
scientific article; zbMATH DE number 2216224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WHY THE RETURN NOTION MATTERS |
scientific article; zbMATH DE number 2216224 |
Statements
WHY THE RETURN NOTION MATTERS (English)
0 references
19 October 2005
0 references
log returns vs. simple returns
0 references
portfolio theory
0 references
annualizing of return parameters
0 references
