High and Higher Accuracy Analytical Approximations of the Internal Rate of Return

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High and Higher Accuracy Analytical Approximations of the Internal Rate of Return
Boris Klebanov, Ph.D.

We study families of Polynomial and Rational rates of return based on approximating the function defining the Internal Rate of Return (IRR) by polynomial and rational functions. These families span the gap between the IRR and the Modified Dietz rate of return.

High and Higher Accuracy Analytical Approximations of the Internal Rate of Return
Boris Klebanov, Ph.D.

We study families of Polynomial and Rational rates of return based on approximating the function defining the Internal Rate of Return (IRR) by polynomial and rational functions. These families span the gap between the IRR and the Modified Dietz rate of return.

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The Journal of Performance Measurement

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