The Spaulding Group
Call Now: 732-873-5700
Menu
  • GIPS
    • What Our Clients Say
    • GIPS 101
    • What is GIPS Verification?
    • GIPS Support/Pre-Verification
    • GIPS Verification Services
    • Non-GIPS Verification
    • GIPS For Asset Owners
    • Can OCIOs Be GIPS Compliant
  • Services
    • Consulting
      • Technology Consulting
      • Operations Review
    • Training
      • Fundamentals of Investment Performance Measurement
      • Performance Measurement Attribution
      • GIPS Workshop
      • In-House/Custom Training
      • Portfolio Risk Class
      • Performance Measurement for the Non-Performance Professional
      • PERFORMANCE MEASUREMENT FOR ASSET OWNERS AND CONSULTANTS
    • Software Certification
    • Vendor Support
      • Marketing Support
      • System Consulting
    • Publishing
    • Research
  • Products
    • The Journal
      • Media Kit
      • Article Submissions
      • Past Articles of The Journal of Performance Measurement
      • Dietz Award Winners
  • Conferences and Forums
    • Conferences
      • Virtual PMAR Web-Conference
      • PMAR North America
      • PMAR Europe
      • PMAR West
      • Performance Jeopardy Champions
      • Web Conferences
    • Performance Measurement Forum
    • Asset Owner Roundtable
  • Investment Performance Guy Blog
    • CIPM Tips & Tricks
    • Resource Center
  • About Us
    • TSG In The News
    • The Company
    • Awards and Recognition
    • Our Story
    • Careers
  • Contact
  • GIPS
    • What Our Clients Say
    • GIPS 101
    • What is GIPS Verification?
    • GIPS Support/Pre-Verification
    • GIPS Verification Services
    • Non-GIPS Verification
    • GIPS For Asset Owners
    • Can OCIOs Be GIPS Compliant
  • Services
    • Consulting
      • Technology Consulting
      • Operations Review
    • Training
      • Fundamentals of Investment Performance Measurement
      • Performance Measurement Attribution
      • GIPS Workshop
      • In-House/Custom Training
      • Portfolio Risk Class
      • Performance Measurement for the Non-Performance Professional
      • PERFORMANCE MEASUREMENT FOR ASSET OWNERS AND CONSULTANTS
    • Software Certification
    • Vendor Support
      • Marketing Support
      • System Consulting
    • Publishing
    • Research
  • Products
    • The Journal
      • Media Kit
      • Article Submissions
      • Past Articles of The Journal of Performance Measurement
      • Dietz Award Winners
  • Conferences and Forums
    • Conferences
      • Virtual PMAR Web-Conference
      • PMAR North America
      • PMAR Europe
      • PMAR West
      • Performance Jeopardy Champions
      • Web Conferences
    • Performance Measurement Forum
    • Asset Owner Roundtable
  • Investment Performance Guy Blog
    • CIPM Tips & Tricks
    • Resource Center
  • About Us
    • TSG In The News
    • The Company
    • Awards and Recognition
    • Our Story
    • Careers
  • Contact
Search the site...
Home» Product » A Simplified Method for Calculating the Money-Weighted Rate of Return

A Simplified Method for Calculating the Money-Weighted Rate of Return

Posted by admin - May 16, 2014 -
0

$25.00

A diversity of methods for calculating rates of return on investments has been propelled by a combination of evermore sophisticated business needs on one side and historic limitations of the available computing power on the other.

Authors: Iourii Chestopalov and Sergei Beliaev

SKU: Winter2004-20059-2-2 Category: Articles Tags: article, Rate of Return
  • Description

Description

A diversity of methods for calculating rates of return on investments has been propelled by a combination of evermore sophisticated business needs on one side and historic limitations of the available computing power on the other.  With current advances in technology, the next logical step would be to analyze, unify, and prioritize the multitude of available methods for calculating rate of returns on investment portfolios.  Once done, the result of such study would be an optimized set of quantitive algorithms with a clearly defined scope of application for each algorithm and their relationships.

A Simplified Method for Calculating the Money-Weighted Rate of Return

Related products

  • Performance Measurement

    A Fully Geometric Approach to Performance Attribution

    $25.00
    Add to cart
  • A Critical Analysis of Fund Rating Systems

    $25.00
    Add to cart
  • A Case for Arithmetic Attribution

    $25.00
    Add to cart
  • A Case for Attribution Standards

    $25.00
    Add to cart

Leave a Reply Cancel reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Privacy Policy   Terms and Conditions
Copyright 2018-2019. The Spaulding Group.
  • Terms of Use
  • Privacy Policy
  • About Us
  • Contact Us
CFA Institute does not endorse, promote or warrant the accuracy or quality of The Spaulding Group, Inc. GIPS® is a registered trademark owned by CFA Institute.
 
This site uses functional cookies and external scripts to improve your experience. If you continue to browse the site, it indicates you accept our use of cookies.Accept Privacy Policy
Privacy Policy
Necessary
Always Enabled