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R36 : minimum monthly return
In exhibits (e.g., Exhibit 3 and 4, of various index performance in this reading, "minimum monthly return" is indicated.
What is the definition of "minimum monthly return" ? It is said that minimum monthly return is the "downside volatility" in its answer to EOC practice problem 3.A.
Is it the "semi-variance" that measures only the negative portion of the variance ?
Anyone can clarify ? |
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发表于 2011-7-13 16:15
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