标题: Time-weighted return basically equals Geometric mean? [打印本页]

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作者: SWASH    时间: 2013-4-28 10:28     标题: Time-weighted return basically equals Geometric mean?

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

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作者: yodacaia    时间: 2013-4-28 10:28

The time-weighted return is basically the geometric return of individual period geometric returns. I think.

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