# Tag Info

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### How to compute the yield on the Ultra-Bond Treasury Futures

I think you have a little misunderstanding about treasury futures. I would get this book: http://www.amazon.com/Treasury-Bond-Basis-Depth-Arbitrageurs/dp/0071456104?ie=UTF8&psc=1&redirect=...
• 2,633
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### Campbell Shiller log linear relation

You can simply start with the definition of gross returns \begin{align*} R_{t+1}&=\frac{D_{t+1}+P_{t+1}}{P_t} \\ &=\frac{1+P_{t+1}/D_{t+1}}{P_t/D_t}\frac{D_{t+1}}{D_t}, \end{align*} where the ...
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• 273

### NPV and efficient market hypothesis

The assumption that the discount rate should be derived from the IRR of an alternative investment is not correct. Commonly the WACC of the company (or the WACC of the funds needed for the investment ...
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• 373
1 vote
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### Which relation stands between IRR and the cumulative profits?

As you have series of dates the XIRR should be applied. I suppose you did so. In regard to the graphs correlation. The longer the period and the larger the amount of data, the more the same behavior ...
1 vote

• 9,382
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### Present Value versus. Future Value of an Annuity Due

I do not follow your analysis. In the case of either type of annuity the FV is equal to the PV times $(1+r)^n$. This factor is simply the factor which translates any amount in period 0 into an ...
• 9,382
1 vote
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### Problems with Money Weighted Rate of Return

In Wolfram Alpha language ... 2.7∗10^6*(1+x)^12 -75000*(1+x)^8 +50,000 -3.1∗10^6 = 0 ... gives x≈0.0124671 per month, which is 16.03% per annum. I.e. All incomings and outgoings must add up to ...

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