问: time-weighted与dollar-weighted的区别

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关键词：weighted Weight Dollar Eight weigh

水平有限 一起探讨吧
time-weighted  就像麦考利久期的计算公式一样 由t年份，作权重

dollar-weighted  不太敢乱说，感觉就是资金为权重。例如资产组合的期望收益的计算。有没这个词的出处？

在房地产估值里面看到. 说IRR属于dollar-weighted return的一种.., 而time-weighted return的例子是holding period return...

1. What are the time-and dollar-weighted rates of return for this portfolio?
    这个投资组合的时间回报率和资金回报率分别是多少？

The performance of investments is most often measured by its percentage rate of return. A common method to measure an investment's return is to calculate its dollar weighted return, also known as its internal rate of return. The dollar rate of return is used to calculate how much each investment dollar returned on average to an investor. Because it is a long calculation, it is wise to use financial calculator.

The time-weighted return (TWR) is found by taking the geometric mean of the holding period returns

是money-weighted和time-weighted是吗 mw是计算irr 受到投资人投入的时间和资金份额所影响 不常用 因为没有isolate  time-weighted 不存在人为因素干扰 时资产投资评估的比较好的工具