Portfolio Analytics : An Introduction to Return and Risk Measurement Paperback / softback
by Wolfgang Marty
Part of the Springer Texts in Business and Economics series
Paperback / softback
Description
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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:204 pages, XIV, 204 p.
- Publisher:Springer International Publishing AG
- Publication Date:23/08/2016
- Category:
- ISBN:9783319345253
Other Formats
- PDF from £38.24
- Hardback from £59.99
Information
-
Out of stock
- Format:Paperback / softback
- Pages:204 pages, XIV, 204 p.
- Publisher:Springer International Publishing AG
- Publication Date:23/08/2016
- Category:
- ISBN:9783319345253
