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SWASH

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tT
发表于 2013-4-28 10:28 | 只看该作者

Time-weighted return basically equals Geometric mean?

equals, return, between, difference
What’s the difference between the time-weighted return and geometric mean return?

 

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yodacaia

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发表于 2013-4-28 10:28 | 只看该作者
The time-weighted return is basically the geometric return of individual period geometric returns. I think.

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