CFA Level 3 | GIPS: Modified Dietz method

Описание к видео CFA Level 3 | GIPS: Modified Dietz method

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CFA Level 3
Topic: Ethical and Professional Standards
Reading: Overview of Global Investment Performance Standards (GIPS)

The time-weighted return of a portfolio can be approximated using the modified Dietz method and the modified IRR method. In this video, I will illustrate with an example how you can calculate the return using the modified Dietz method.

Bonus section: Calculation of the true time-weighted return in Example 2.

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