Timeline for Should Sharpe ratio be computed using log returns or relative returns?
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| Jul 22, 2011 at 16:43 | comment | added | shabbychef | This is a good point. For my purposes, I have the daily (or even higher frequency) marks because I am looking at equity portfolios. | |
| May 2, 2011 at 18:49 | history | answered | Arthur Frank | CC BY-SA 3.0 |