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Statistika: Statistics and Economy Journal
Article . 2014
Data sources: DOAJ
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Constructions of the Average Rate of Return of Pension or Investment Funds Based on Chain Indices

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 2014 English Publisher:Czech Statistical OfficeJournal:Statistika: Statistics and Economy Journal (issn: 1804-8765, Copyright policy )
Authors: Jacek Białek;

Constructions of the Average Rate of Return of Pension or Investment Funds Based on Chain Indices

Abstract

In this paper we consider the problem of the proper construction of the average rate of return of pension (or investment) funds. We refer to some economical postulates given by Gajek and Kaluszka (2000). We present, discuss and compare several measures of the average rate of return of funds. We also present alternative measures based on original chain indices. We take into consideration discrete and continuous time stochastic models.

Keywords

chain indices, Average rate of return, martingale, Statistics, stochastic process, HA1-4737

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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Published in a Diamond OA journal