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by Eric3232
Fri Feb 17, 2017 11:31 am
Forum: Investing - Theory, News & General
Topic: Model TIPS - Treasury Inflation Protected Securities
Replies: 1
Views: 405

Model TIPS - Treasury Inflation Protected Securities

Hi,
Is anyone aware of a spreadsheet available that looks at what the return for a TIPS security is over a specific period with the change in inflation and change in treasury yields as variables?
by Eric3232
Thu Sep 15, 2016 4:02 pm
Forum: Investing - Theory, News & General
Topic: Small Cap Premium
Replies: 11
Views: 1748

Small Cap Premium

In literature I have reviewed on the historical small cap premium, the returns are presented using simple averages over time rather than compound returns. Given the higher volatility of returns for small cap stocks, particularly in early periods, the use of an average return rather than a compound r...

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