$25.00
Among the topics most frequently discussed between financial advisors and portfolio performance analysts, time-weighted and dollar-weighted performance returns have to be at the top of the list. Primarily, financial advisors want to know why there are differences between time-weighted and dollar-weighted returns for a portfolio for the same time period.
Author: Larry Campbell, AIF, Morgan Keegan & Company
Description
Among the topics most frequently discussed between financial advisors and portfolio performance analysts, time-weighted and dollar-weighted performance returns have to be at the top of the list. Primarily, financial advisors want to know why there are differences between time-weighted and dollar-weighted returns for a portfolio for the same time period.
Golf and the Art of Portfolio Performance Measurement
Related products
-
A Geometric Methodology for Performance Attribution
$25.00 Add to cart -
A Conceptual Framework for the Development and Verification of Attribution Models
$25.00 Add to cart -
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25.00 Add to cart -
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
$25.00 Add to cart