Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with returns
Search options not deleted
user 35384
The asset rate of returns is the profit on a particular investment; it includes any change in the asset value, interest, commission or dividends and so, all other cash-flows which an investors receive or pays due to the investment.
1
vote
3
answers
1k
views
Why can we assume that asset return rates are normally (or lognormally) distributed?
There is also academic discussion on this topic:
Kjersti Aas, "To log or not to log: The distribution of asset returns"
Abstract:
"In the context of the measurement of market risk, the random variable … One may define the return in different ways, the two most common are arithmetic and geometric returns. The distinction between these two types of returns is not well understood. …
- 83