Variance of property returns : some problems of time-weighted measures (Record no. 34613)

MARC details
000 -LEADER
fixed length control field 01242cab a2200265 4500
001 - CONTROL NUMBER
control field ABS46074
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 090401t xxu||||| |||| 00| 0 eng d
035 ## - SYSTEM CONTROL NUMBER
System control number (Sirsi) u56711
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Lizieri, C.
245 ## - TITLE STATEMENT
Title Variance of property returns : some problems of time-weighted measures
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 10(2) Winter 1991/92, 541-547(4)
350 ## - PRICE (NR) (BK AM CF MU VM SE) [OBSOLETE]
Price 0
490 ## - SERIES STATEMENT
Series statement Journal of Property Valuation and Investment
Volume/sequential designation 10(2) Winter 1991/92, 541-547(4)
520 ## - SUMMARY, ETC.
Summary, etc. The use of the geometric mean as a measure of average return on investment presents problems for estimating the variance as a measure of risk, and use of a measure based on the arithmetic mean seems an uncomfortable compromise. Measures based on the geometric are also shown to be systematically biased in the case of log normal returns : a case study shows that this can have major consequences for investment decision making and portfolio selection. References. (Journal abstract)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ARITHMETIC MEAN
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element GEOMETRIC MEAN
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element INVESTMENT ANALYSIS
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element PROPERTY INVESTMENT
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element RETURNS
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element PROPERTY-PROPERTY FINANCE AND INVESTMENT
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Satchell, S.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Suppress in OPAC 0
948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN)
c (OCLC) 04/03/1997
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     London London Journal article 14/09/1999   ABS46074 56711-1001 06/08/2019 1 06/08/2019 Journal article