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- 2011-7-11
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- 2013-10-21
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portfolio "geometric" annual return
Say ... a portfolio with 2 stocks (50-50). For the 2 stocks, I have their 3-yr geometric annualized returns. How do I find the portfolio 's 3-yr geometric annualized returns?
we all know it's not the weighted average of the 2 stocks' geometric returns. I've googled, but only found "approximation". Anyone knows the formula? (Excel command is even better)
Thanks |
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发表于 2011-7-24 00:45
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