by David Spaulding | Jun 16, 2017 | time-weighting, geometric linking, internal rate of return, Investment Performance Guy, IRR, money-weighted return, money-weighting, time-weighted, time-weighted return
Sometimes, the labels don’t matter We just finished our European conference PMAR, an event that we felt was a huge success. And, as I often do, I made an attempt to interject a bit of humor. A favorite label of mine to pick on is “regular coffee,” as...
by David Spaulding | Jul 1, 2016 | Investment Performance Guy, internal rate of return, IRR, money-weighted return, money-weighting
On the first day of this long July 4th weekend, I’m reading a book that is quite timely, which just came in: “Towards an Imperfect Union,” by Dalibor Rohac. It’s excellent, simply excellent, and I’m learning a great deal. The...
by David Spaulding | Jun 14, 2016 | rates of return, Investment Performance Guy, money-weighted return, money-weighting, time-weighted return, time-weighting
I recently conducted a software certification for a software vendor. I found some issues with their application of rates of return, and we’ve been going back-and-forth on it. One issue that arose was my belief that money-weighting is the appropriate...
by TSG | Mar 21, 2015 | money-weighting, Performance Perspectives Newsletter, time-weighting
VOLUME 12 – ISSUE 6 February/March 2015 Download PDF...
by TSG | Aug 17, 2014 | attribution, money-weighting, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 12 August 2014 Download PDF...
by TSG | Aug 15, 2012 | money-weighting, Performance Perspectives Newsletter, smoothing
VOLUME 9 – ISSUE 12 August 2012 Download PDF...
