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Working paper

Geometric Return and Portfolio Analysis (WP 03/28)

Issue date: 
Saturday, 1 March 2003
View point: 
Publication category: 
JEL classification: 
C53 - Forecasting Models; Simulation Methods
D84 - Expectations; Speculations
G10 - General Financial Markets: General (includes Measurement and Data)
H55 - Social Security and Public Pensions
Fiscal year: 

Formats and related files

Expected geometric return is routinely reported as a summary measure of the prospective performance of asset classes and investment portfolios.


The views expressed in this Working Paper are those of the author and do not necessarily reflect the views of the New Zealand Treasury. The paper is presented not as policy, but with a view to inform and stimulate wider debate.

Last updated: 
Wednesday, 24 October 2007