Talk:Information ratio/Archives/2013
Latest comment: 10 years ago by 131.193.209.87 in topic Ridiculous, unfounded assertion
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Ridiculous, unfounded assertion
Since when is the information ratio calculated using arithmetic averaging of standard returns? Every text I have seen assumes it is calculated from log-returns so that arithmetic averaging yields the same results as the geometric mean. Yet again, Wikipedia shows why it isn't useful for anything academic or technical. — Preceding unsigned comment added by 131.193.209.87 (talk) 00:01, 9 December 2013 (UTC)