$25.00
There has been a growing controversy about the methods used for calculating portfolio rate of return.The long-used and accepted time-weighted return calculation is in danger of being toppled from its pedestle as the only correct method.Many are now turning focus and consideration to the concept of using a money-weighted rate of return.This article may make you a convert or at least make you question the exclusive use of time-weighting methods.
Author: Stefan Illmer and Wolfgang Marty
Description
There has been a growing controversy about the methods used for calculating portfolio rate of return.The long-used and accepted time-weighted return calculation is in danger of being toppled from its pedestle as the only correct method.Many are now turning focus and consideration to the concept of using a money-weighted rate of return.This article may make you a convert or at least make you question the exclusive use of time-weighting methods.
Related products
-
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25.00 Add to cart -
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A General Framework for the Business Requirements of an Investment Performance Measurement System
$25.00 Add to cart -
A Geometric Methodology for Performance Attribution
$25.00 Add to cart