Investment Performance Guy

Insights and opinions from an internationally recognized authority on investment performance measurement

Tuesday, May 24, 2011

How linking turns money-weighted into time-weighted returns

When we link money-weighted returns we get time-weighted returns, or more precisely, approximations to time-weighted returns, as discussed in today's video.

Dave Spaulding at 3:28 PM

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About David Spaulding

Dave Spaulding: is an internationally recognized authority on investment performance measurement. He's the founder and Chief Executive Officer of The Spaulding Group, Inc. (www.SpauldingGrp.com), and founder and publisher of The Journal of Performance Measurement. He's the author, contributing author, and co-editor of several investment books. He's actively involved in the investment performance industry, serving on numerous committees and working groups. Dave earned his BA in Mathematics from Temple University, his MS in Systems Management from the University of Southern California, an MBA in Finance from the University of Baltimore, and a doctorate in Finance and International Economics from Pace University. For more information please visit www.spauldinggrp.com/the-company/david-spaulding.html

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Tuesday, May 24, 2011

How linking turns money-weighted into time-weighted returns

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