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Arithmetic mean: a bellwether for unbiased forecasting of portfolio performance

https://doi.org/10.1108/03074351011081277
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jmaa.1994.1137openalex-snapshot
Inequalities for Means
inferredcites →https://doi.org/10.1016/0024-6301(92)90326-wopenalex-snapshot
Valuation: Measuring and managing the value of companies
inferredcites →https://doi.org/10.1016/0304-405x(88)90021-9openalex-snapshot
Mean reversion in stock prices
inferredcites →https://doi.org/10.1016/0378-4266(95)00015-1openalex-snapshot
An evaluation of volatility forecasting techniques
inferredcites →https://doi.org/10.1080/01621459.1974.10480180openalex-snapshot
Unbiased Estimators of Long-Run Expected Rates of Return
inferredcites →https://doi.org/10.1080/13518470500146082openalex-snapshot
Forecasting stock market volatility: Further international evidence
inferredcites →https://doi.org/10.1093/jjfinec/nbi001openalex-snapshot
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
inferredcites →https://doi.org/10.1111/0022-1082.00178openalex-snapshot
The Corporate Cost of Capital and the Return on Corporate Investment
inferredcites →https://doi.org/10.1111/j.1468-036x.1996.tb00036.xopenalex-snapshot
Arithmetic versus geometric mean estimators: Setting discount rates for capital budgeting
inferredcites →https://doi.org/10.2307/3666130openalex-snapshot
Biases in Arithmetic and Geometric Averages as Estimates of Long-Run Expected Returns and Risk Premia
inferredcites →https://doi.org/10.2469/faj.v59.n6.2574openalex-snapshot
Geometric or Arithmetic Mean: A Reconsideration
inferredcites →https://doi.org/10.3386/w2343openalex-snapshot
Mean Reversion in Stock Prices: Evidence and Implications
inferredcites →https://doi.org/10.3886/icpsr01029openalex-snapshot
Mean Reversion in Stock Prices
inferredcites →https://doi.org/10.5040/9798216019954.0243openalex-snapshot
Investments: An Introduction

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1183003openalex-extracted
inferred← citeshttps://doi.org/10.1007/s11573-013-0687-zopenalex-snapshot
Corporate valuation using imprecise cost of capital
inferred← citeshttps://doi.org/10.1016/j.sbspro.2013.12.962openalex-snapshot
Selection of Orthogonal Investment Portfolio Using Evolino RNN Trading Model
inferred← citeshttps://doi.org/10.1080/1351847x.2012.733717openalex-snapshot
Estimating cost of capital in firm valuations with arithmetic or geometric mean – or better use the Cooper estimator?
inferred← citeshttps://doi.org/10.1111/ecot.70047openalex-snapshot
Does Fear Promote Life Insurance Consumption? An International Analysis
inferred← citeshttps://doi.org/10.20334/2078-mopenalex-snapshot
Investicijų portfelio sprendimai
inferred← citeshttps://doi.org/10.20334/2310-mopenalex-snapshot
Paramos sistema investuotojui valiutų rinkoje
inferred← citeshttps://doi.org/10.22004/ag.econ.143470openalex-snapshot
Forecasting Performance with the Harmonic Mean: Long-Term Investment Horizons in Shanghai Stock Exchange
inferred← citeshttps://doi.org/10.3846/bm.2012.039openalex-snapshot
Different period time series forecasts integration as a tool of increasing the accuracy of stock return prediction
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