Properties of linear, discrete and continuous returns
In this week’s article I wanted to dig a little deeper into the financial maths side of statistical measures. I
In this week’s article I wanted to dig a little deeper into the financial maths side of statistical measures. I
It should be a simple enough question: what is the performance of your investment fund? However, as the saying goes,
Successful investment managers use different metrics to represent performance under different market scenarios, yet are also aware of the various