张同学2024-07-29 23:50:21
老师,compound return的计算公式是什么,课上有讲过吗
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葛王璐2024-07-31 22:09:53
同学你好,原版书上有介绍:the expected compounded/geometric return of an asset (Rg) is approximately related to its expected arithmetic/periodic return (Ra) and its expected volatility (σ),公式如图
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