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Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management

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To walk through the code and for a thorough description, refer to
A. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",

Latest version of code and article available at http://symmys.com/node/141

Free download from Shareware Connection - To walk through the code and for a thorough description, refer to A. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management", Latest version of code and article available at http://symmys.

Publisher: Attilio Meucci | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 04-01-2013 | Rating: 0 | Title: Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/31308/2/LinRetsVsLogRets.zip

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