Business, Management and Accounting
4 years ago

New investment metrics revolutionize performance measurement for managers and investors!

Using Average Internal Rates of Return for investment performance measurement and attribution
Carlo Alberto Magni

Paper Summary

The article introduces a new way to measure investment performance called Average Internal Rate of Return (AIRR). This method helps to evaluate how well a manager and an investor are doing based on the fund's market values. The researchers found that AIRR can show the relationship between a manager's performance and the Time-Weighted Rate of Return (TWRR).

Related papers

Economics, Econometrics and Finance
8 years ago

New study reveals key to maximizing investment returns and managerial performance

Infrastructure Impact
Monetary Models
Real Options
Economics, Econometrics and Finance
4 years ago

New investment metrics reveal true fund manager performance rankings.

Real Options
Value-based Management
Asset Pricing
Economics, Econometrics and Finance
4 years ago

New method AIRR revolutionizes investment performance analysis for better returns!

Real Options
1 view