The long-term expected rate of return: Setting it right

Financial Analysts Journal

Volumn 54, Issue 6, 1998, Pages 75-80

  De La Grandville, Olivier ^a,b  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008562833     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v54.n6.2227     Document Type: Review

References (7)

1. Black, Fischer. 1993. "Estimating Expected Return." Financial Analysts Journal, vol. 49, no. 5 (September/October):36-38.
2. Bodie, Zvi, Alex Kane, and Alan J. Marcus. 1993. Investments. Second Edition. Burr Ridge, IL: Richard D. Irwin.
3. de La Grandville, Olivier. 1997. "Introducing the Geometric Moments of Continuous Random Variables, with Applications to Long-Term Growth Rates." Research report, University of Geneva.
4. Hines, W.G.S. 1983. "Geometric Mean." Encyclopedia of Statistical Sciences, vol. 3. Edited by S. Kotz and N.L. Johnson. New York: John Wiley & Sons:397-450.
5. Ibbotson Associates. 1996. Stocks, Bonds, Bills and Inflation. Chicago, IL: Ibbotson Associates.
6. MacBeth, J.D. 1995. "What's the Long-Term Expected Return to Your Portfolio?" Financial Analysts Journal, vol. 51, no. 5 (September/October):6-8.
7. Pitman, Jim. 1993. Probability. New York: Springer-Verlag.