问题如下:
If the mean return on the S&P 500 is 9% per year, what is the mean return over one day, one week, and one month?
解释:
The mean scales linearly with the scale factor, and so 9%/ 252= .036%,
9%/ 52= 0.17%, and 9% /12= 0.75%.
为什么每天是除以252?单纯的恩佐 · 2020年04月29日
问题如下:
If the mean return on the S&P 500 is 9% per year, what is the mean return over one day, one week, and one month?
解释:
The mean scales linearly with the scale factor, and so 9%/ 252= .036%,
9%/ 52= 0.17%, and 9% /12= 0.75%.
为什么每天是除以252?NO.PZ2020011101000035 问题如下 If the mereturn on the S P 500 is 9% per year, whis the mereturn over one y, one week, anone month? The mescales linearly with the scale factor, anso 9%/ 252= .036%,9%/ 52= 0.17%, an9% /12= 0.75%. 老师好,前面在讲解3大波动率预测模型的时候,不是说要用连续复利计算收益率吗?考试碰到这种题目是否需要考虑单利、复利、连续复利等情况计算收益率?谢谢
不是應該除以根號252/根號52/根號12?