Sentences with phrase «weighted geometric mean»

Not exact matches

In the 21st century, the ex ante equity risk premium will therefore have a geometric (arithmetic) mean of about 4.1 % (5.4 %) for the U.S., 2.4 % (3.7 %) for the U.K. and 3.0 % (4.0 %) for a size - weighted world index.

The time - weighted formula is essentially a geometric mean of a number of holding - period returns that are linked together or compounded over time (thus, time - weighted).

These studies measure the impact of bad timing as the difference between the geometric mean return (corresponding to a buy - and - hold strategy) and the dollar - weighted return.

The folks who do the averaging happen to use the arithmetic mean over the field with specific sets of weights, rather than, say, the geometric mean or any other.

Which is why the folks doing the averaging use weighted arithmetic means rather than the geometric mean.»