37 reputation
5
bio website
location Amsterdam
age 28
visits member for 1 year, 8 months
seen Aug 7 '13 at 12:53

Student Msc Finance and Investment RSM


Sep
24
awarded  Autobiographer
Jul
12
revised Insignificant or significant explanatory power over risk adjusted returns?
added 243 characters in body
Jul
12
asked Insignificant or significant explanatory power over risk adjusted returns?
May
24
accepted How to adjust local currency returns to US$/EUR return?
May
24
comment How to adjust local currency returns to US$/EUR return?
All right, that clarifies a lot. Thnx
May
23
asked How to adjust local currency returns to US$/EUR return?
Apr
26
awarded  Supporter
Apr
25
revised Calculating Geometric mean
edited tags
Apr
25
comment Calculating Geometric mean
Thnx for the reply. What about David's approach? It does take the disadvantages away of the amount of zeros. But what is the added value of using daily returns when applying his approach? and should I still use the daily simple returns or monthly simple returns to calculate st. dev?
Apr
24
revised Calculating Geometric mean
deleted 5 characters in body
Apr
24
awarded  Editor
Apr
24
revised Calculating Geometric mean
added 10 characters in body
Apr
24
comment Calculating Geometric mean
What I meant is indeed the change in stock price of the firms whereby I make use of return index (RI) of the relevant firm. But isn't it, from a processing point of view, not easier to use the formula 'sumproduct(geomean(aa1:zz36+1)-1)' wherby making use of the simple returns than to check when each firm individually started/stopped trading for each year. The main stumbling block when applying the first method are the zero values. The second approach is very devious. Any advice how to cope with the zeros? Rgds
Apr
23
asked Calculating Geometric mean
Apr
13
comment How to download risk free rate?
Thanks for the help Iemarin!
Apr
13
accepted How to download risk free rate?
Apr
12
revised How to download risk free rate?
edited tags
Apr
12
asked How to download risk free rate?
Apr
11
comment How to deal with different amount of td's in computing Sharpe Ratio
All right, thnx for the help Freddy!
Apr
10
awarded  Scholar