Back to Search
Start Over
STATISTICAL BIASES AND SECURITY RATES OF RETURN.
- Source :
- Journal of Financial & Quantitative Analysis; Jun71, Vol. 6 Issue 3, p977-994, 18p
- Publication Year :
- 1971
-
Abstract
- The article presents an exploration into the formation of annualization and overlapping biases in security rate of return statistical models through the underlying bias within the expected geometric mean return concerning the estimation of the population mean. Additional relationships between the geometric mean and the internal rate of return are also outlined.
Details
- Language :
- English
- ISSN :
- 00221090
- Volume :
- 6
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Journal of Financial & Quantitative Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 5722516
- Full Text :
- https://doi.org/10.2307/2329915