Posts Tagged ‘ simple return vs log return ’

Returns with negative net asset values

July 30, 2012
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Returns with negative net asset values

How are returns calculated when net asset value goes negative? Previously In “A tale of two returns” we highlighted the similarities and differences of log returns versus simple returns. Positive valuation We create — in R — an example of net asset value at four times: > nav1 <- c(1000, 900, 950, 1010) > nav1 … Continue reading...

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