... geometric mean G 几何均数 Geometric Mean Return 平均报酬率 geometric mean geometric …dict.youdao.com|基于2个网页 2. 几何平均报酬率 你要会计算一项资产的期间持有报酬率(Holding period return),以及计算一个资产过去几期的几何平均报酬率( geometric mean retu…www.gocharter.com.tw|基于1 个网页 ...
geometric mean (redirected fromGeometrical Mean) Dictionary Thesaurus Medical Related to Geometrical Mean:Geometric mean return geometric mean [¦jē·ə¦me·trik ′mēn] (mathematics) The geometric mean ofngiven quantities is thenth root of their product. Also known as geometric average. ...
CFA I Quantitative The average return for Portfolio A over the past twelve months is 3%, with a standard deviation of 4%. The average return for Portfolio B over this same period is also 3%, but with a standard deviation of 6%. The geometric mean return of Portfolio A is 2.85%. The g...
欧路词典 geometric mean return 生词本:添加笔记: 有奖纠错 | 划词 词组搭配 英语例句库 用户正在搜索 momentary,momentay,moment-diagram,moment-equilibrium,momently,momento,momentos,momentous,momentousness,moments, 相似单词 3G,401(K),a, 历史记录
Compound Average Return (geometric mean) Please help to find a single formula to calculate negative and positive stream of returns. The problem is that =geomean formula does not work with negative numbers. Here's an example on how to calculate geometric mean with 5 numbers: Stream of number...
A definition of the term "geometric mean" is presented. The term is the compound rate of return required to turn an initial sum into a closing sum given a specific number of compounding periods. It is defined as the nth root of the product from multiplying a series of numbers together ...
We use the arithmetic-geometric mean to derive approximate solutions for the period of the simple pendulum. The fast convergence of the arithmetic-geometri... CG Carvalhaes,P Suppes - 《American Journal of Physics》 被引量: 63发表: 2008年 The Geometric Mean of Power (Amplitude) Spectra has ...
Limitations of Using the Geometric Mean in Analysis One problem with using the arithmetic mean, even to estimate the average return, is that the arithmetic mean tends to overstate the actual average return by a greater and greater amount the more the inputs vary. In Example 2, the returns in...
Consider investmentreturnsand take the example used above for the geometric mean. If your portfolio returns for each of five years were 90%, 10%, 20%, 30%, and -90%, what would your average return be during this period using the calculation for the arithmetic mean?
The optimal geometric mean return is an important property of an asset. As a derivative of the underlying asset, the option also has this property. In this paper, we show that the optimal geometric mean returns of a stock and its option are the same from Kelly criterion. It is proved by...