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

$25

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

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

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