---
title: Investor Returns: Market-Based Statistics
url: https://www.ml-quant.com/papers/ssrn/4614148/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4614148
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4614148
featured: 2023-11-02
citations: unknown
topic: Econometrics & Forecasting
---


# Investor Returns: Market-Based Statistics

Market-Based Statistics: The study presents three market-based approximations of actual return from market trades, which deviate from traditional evaluations based on time series analysis of investors' returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4614148
- Identifier: SSRN 4614148
- Released: 2023-04-11
- First featured: Quant Letter No. 24 (2023-11-02): https://www.ml-quant.com/issues/2023-11-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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