Abstract
This chapter demonstrates how to calculate portfolio returns. We also show how to construct equal-weighted and value-weighted portfolios. We end the chapter by showing how to implement time-weighted rate of returns and money-weighted rate of returns.
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Reference
Maginn, J., Tuttle, D., Pinto, J., & McLeavey, D. (2007). Managing investment portfolios: A dynamic process (3rd edn.). Hoboken: Wiley.
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Ang, C.S. (2021). Portfolio Returns. In: Analyzing Financial Data and Implementing Financial Models Using R. Springer Texts in Business and Economics. Springer, Cham. https://doi.org/10.1007/978-3-030-64155-9_3
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DOI: https://doi.org/10.1007/978-3-030-64155-9_3
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Publisher Name: Springer, Cham
Print ISBN: 978-3-030-64154-2
Online ISBN: 978-3-030-64155-9
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