How many days equal a year? A note on the mean-variance model

dc.creator	Ye, George
dc.creator	Panasian, Christine
dc.date.accessioned	2014-02-26T19:40:51Z
dc.date.available	2014-02-26T19:40:51Z
dc.date.issued	2013
dc.identifier	http://library2.smu.ca/bitstream/handle/01/25409/asb_proceedings_2013.pdf#page=213
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/25715
dc.description.abstract	In portfolio management, the means and variances of stock returns are usually estimated on a daily basis and then converted to longer periods of time. This paper examines the issue of how to convert 1-day means for longer periods and investigates the impacts of this conversion on capital allocation decisions and portfolio performance evaluations.	en_CA
dc.description.provenance	Submitted by Trish Grelot (trish.grelot@smu.ca) on 2014-02-26T19:40:51Z No. of bitstreams: 0	en
dc.description.provenance	Made available in DSpace on 2014-02-26T19:40:51Z (GMT). No. of bitstreams: 0 Previous issue date: 2013	en
dc.language.iso	en	en_CA
dc.publisher	Atlantic Schools of Business	en_CA
dc.subject.lcsh	Portfolio management
dc.subject.lcsh	Investment analysis
dc.title	How many days equal a year? A note on the mean-variance model	en_CA
dc.type	Text	en_CA
dcterms.bibliographicCitation	Proceedings of the 43rd Atlantic Schools of Business conference, St. Francis Xavier University, 2013, pp 213-219