Portfolio Return Measurement
Bruce J. Feibel, Karyn D. Vincent
Abstract
Bruce J. Feibel, Karyn D. Vincent
Abstract
This chapter contains sections titled: Single Period Rate of Return Time Value of Money Performance of the Investor: Money Weighted Returns Internal Rate of Return Performance of the Investment Manager: Time Weighted Returns Portfolio Return Calculations for the GIPS Standards Summary
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This chapter contains sections titled: Single Period Rate of Return Time Value of Money Performance of the Investor: Money Weighted Returns Internal Rate of Return Performance of the Investment Manager: Time Weighted Returns Portfolio Return Calculations for the GIPS Standards Summary
Key concepts: Rate of return on a portfolio, Time-weighted return, Internal rate of return, Holding period return, Rate of return, Portfolio, Investment performance, Economics