Publication Cover
The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 65, 2020 - Issue 4
141
Views
0
CrossRef citations to date
0
Altmetric
Articles

Rates of return of investments whose timings are specified by a probability distribution

References

  • Bacon, C. R. (2008). Practical portfolio performance measurement and attribution (2nd ed.). Chichester: Wiley.
  • CFA Institute. (2012). Global investment performance standards handbook (3rd ed.). Charlottesville, VA: CFA Institute.
  • Chestopalov, I., & Beliaev, S. (2004). A simplified method for calculating the money-weighted rate of return. The Journal of Performance Measurement, 9(2), 14–23.
  • Christopherson, J. A., Cariño, D. R., & Ferson, W. E. (2009). Portfolio performance measurement and benchmarking. New York, NY: McGraw-Hill Finance & Investing.
  • Dietz, P. O. (1966). Pension funds: Measuring investment performance. New York, NY: Free Press.
  • Durrett, R. (2010). Probability: Theory and examples (4th ed.). New York, NY: Cambridge University Press.
  • Givens, G. H., & Hoeting, J. A. (2005). Computational statistics. Hoboken, NJ: Wiley.
  • Gradshteyn, I. S., & Ryzhik, I. M. (2007). Table of integrals, series, and products (7th ed.). New York, NY: Academic Press.
  • Rudin, W. (1987). Real and complex analysis 3rd ed. New York, NY: McGraw-Hill Publishing Company.
  • Sarper, H., Palak, G., Chacon, P. R., & Fraser, J. M. (2010). Probability distribution function of the internal rate of return for short-term projects with some random cash flows and extensions. The Engineering Economist, 55(4), 350–378.
  • Shestopaloff, Yu. K. (2009). Science of inexact mathematics. Investment performance measurement. Mortgages and annuities. Computing algorithms. Attribution. Risk valuation. Toronto, ON: AKVY Press.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.