Note on simple and logarithmic return

In this paper we describe and clarify the definitions and the usage of the simple and logarithmic returns for financial assets like stocks or portfolios. It can be proven that the distributions of the simple and logarithmic returns are really close to each other. Because of this fact we investigate...

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Bibliographic Details
Main Author: Panna Miskolczi
Format: Article
Language:English
Published: University of Debrecen 2017-06-01
Series:Apstract: Applied Studies in Agribusiness and Commerce
Subjects:
Online Access:https://ojs.lib.unideb.hu/apstract/article/view/6976