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Home» Product » Excess Returns – Arithmetic or Geometric?

Excess Returns – Arithmetic or Geometric?

Posted by admin - May 17, 2014 -
0

$25.00

With a growing debate about the use of Arithmetic verses Geometric attribution methods, Carl Bacon makes no hesitation. His vote is for geometric method and he well documents his reasons why.  It essentially boils down to which definition of excess returns is the right one for client reporting.

Author: Carl Bacon

SKU: Spring20026-32 Category: Articles Tag: Excess Returns
  • Description

Description

With a growing debate about the use of Arithmetic verses Geometric attribution methods, Carl Bacon makes no hesitation. His vote is for geometric method and he well documents his reasons why.  It essentially boils down to which definition of excess returns is the right one for client reporting.

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