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Portfolio Analytics

An Introduction to Return and Risk Measurement

Language EnglishEnglish
Book Hardback
Book Portfolio Analytics Wolfgang Marty
Libristo code: 09296356
Publishers Springer International Publishing AG, October 2015
This textbook first introduces the reader to return measurement and then goes on to compare the time... Full description
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75.75 €
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This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios. As a conclusion, the book provides the reader with all the essential aspects of investment controlling.

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About the book

Full name Portfolio Analytics
Author Wolfgang Marty
Language English
Binding Book - Hardback
Date of issue 2015
Number of pages 204
EAN 9783319198118
ISBN 3319198114
Libristo code 09296356
Publishers Springer International Publishing AG
Weight 470
Dimensions 244 x 165 x 18

Categories

Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Economics, Finance, Business & Management > Finance & accounting > Accounting > Management accounting & bookkeeping
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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