4. Let RP be a return of some type on a portfolio and let R1,..., RN be...
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4. Let RP be a return of some type on a portfolio and let R1,..., RN be the same type of returns on the assets in this portfolio. Is RP = w1R1 + ยทยทยท + wN RN true if RP is a net return? Is this equation true if RP is a gross return?
Is it true if RP is a log return? Justify your answers.
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Statistics And Data Analysis For Financial Engineering With R Examples
ISBN: 9781493926138
2nd Edition
Authors: David Ruppert, David S. Matteson
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