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Recursive measures of total wealth and portfolio return

Michel Normandin () and Pascal St-Amour ()

Applied Financial Economics, 2005, vol. 15, issue 4, 287-291

Abstract: This paper presents and assesses a procedure to generate recursive measures of aggregate total wealth and portfolio return. The procedure is more flexible and yields more realistic measures, compared to the classical replacement cost and present value methods.

Date: 2005
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Working Paper: Recursive Measures of Total Wealth and Portfolio Return (2003) Downloads
Working Paper: Recursive Measures of Total Wealth and Portfolio Return (2003) Downloads
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DOI: 10.1080/0960310042000339749

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