Quant Mashup - Alphamaximus
Economics, Mathematics, & Common Sense [Alphamaximus]
Almost all calculations in finance involve using log returns rather than % returns. There are a number of reasons why log returns are preferred. Estimating beta doesn’t seem like a special case. But when you go through the math, something doesn’t quite add up.
- 8 years ago, 4 Sep 2015, 09:49pm -