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Act_Jun_1991
[longequityreturns] [original_papers] [the_actuary] [Act_Jun_1991]

The main points covered in this article comprise:

  1. brief “mathematical definition” of DVR
  2. sample figures based upon reinvested indices
  3. better to be “broadly right” than “precisely wrong”
  4. DVR a spline solution to monitoring problem
  5. statistical testing

download original paper