Behavioral Finance and Investor Return Biases

Jul 21, 2020 ... I am trying to create a cumulative return plot for multiple portfolios (split out via legend) vs a time series axis. Aug 29, 2019 ... 2. Modified Dietz: This calculation improves on the accuracy of the original as it gets more precise by weighting the capital invested by the ... Total return figures include changes in principal value, and any reinvested dividends and capital gain distributions. For portfolios less than one year old, the ... This Investment Portfolio seeks to provide a favorable long-term total return, mainly from capital appreciation. This quantitative study addressed the absence of a simple investment model for private investors by analyzing the relationship between the portfolio returns ... (Instead of calculating portfolio's dollar value using balance sheets for the return calculation, it is simpler to use the returns and the weights of individual ... ... portfolio, a policy portfolio, and the actual portfolio. Under this framework, total portfolio returns are determined by reference portfolio selection ... Mar 31, 2019 ... The idea of calculating portfolio returns is to determine how your investment decisions, by themselves, are working out. Sep 3, 2022 ... 4% is often used as a more conservative expected return rate. And if you have a diversified portfolio it's probably most accurate. This paper describes a conceptually-sound quantitative and practical approach to increase portfolio return/risk, details the requisite steps, and shows how ...