Approximating the time-weighted return: The case of flows at unknown time-Reference-Cited by-同舟云学术

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Approximating the time-weighted return: The case of flows at unknown time

Published:2020-01 Issue: Volume:90 Page:25-34
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Guzzetti Marco

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference20 articles.

1. Practical Portfolio Performance Measurement and Attribution, Vol. 568;Bacon,2008

2. Measuring non-US equity portfolio performance;Brinson;J. Portfolio Manag.,1985

3. Global Investment Performance Standards Handbook;CFA Institute,2012

4. A simplified method for calculating the money-weighted rate of return;Chestopalov;J. Perform. Meas.,2004

5. Pension Funds: Measuring Investment Performance;Dietz,1966

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal investment problem for an open-end fund with dynamic flows;International Journal of Control;2020-05-05

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