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Calculate average with geometrically declining weights
Calculate average with geometrically declining weights

Hello Everyone,

Could anyone help me to find a code to calculate the following equation? I am trying to calculate the average value of excess return with geometrically declining weights using 12 months. The equation is in the attached picture:
Array

Where : ϕ = 2 -1/3.

Best

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Home / Data Cleaning / Data management / Data Processing / Calculate average with geometrically declining weights Calculate average with geometrically declining weights

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