A discussion of claims about the impact of volatility on wealth generation leading to a discussion of the properties of arithmetic and continuously compounded returns

An illustration of how to calculate expected net returns to a private equity limited partner given an assumed probability distribution of gross returns. Files for this post are found at https://github.com/karlpolen/waterfallqd

Demonstrates a function for calculating IRRs. Discusses typical contract requirements and methods to deal with multiple roots. Files for this post are found at https://github.com/karlpolen/gips_irr . Updated in May for a new version of irr.z function that handles yearmon and yearqtr objects.

Some techniques for modeling cash flows with zoo objects. Demonstrates functions for NPV, IRR and some plotting methods. Files for this post are located at https://github.com/karlpolen/zoocashflow

A description of typical compensation structures for general partners in private equity and real estate partnerships. A function for such structures is presented. Materials for this are found at https://github.com/karlpolen/waterfallqd

A discussion of the derivation of formulas for loan amortization and presentation of a function for loan amortization. Files for the project are found at https://github.com/karlpolen/loanamort

Provides a description of various methods of assessing performance of private equity investments with example data and code. Files for this post can be found at https://github.com/karlpolen/pme-calcs

A description of a method of calculating financial IRR that deals with multiple values, complex cash flows and providing an option to report the result in GIPS compliant form. Related files are in github.com/karlpolen/gips_irr