Portfolio Analytics - An Introduction to Return and Risk Measurement (Paperback, Softcover reprint of the original 2nd ed. 2015)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Springer Texts in Business and Economics
Release date:	August 2016
First published:	2015
Authors:	Wolfgang Marty
Dimensions:	235 x 155mm (L x W)
Format:	Paperback
Pages:	204
Edition:	Softcover reprint of the original 2nd ed. 2015
ISBN-13:	978-3-319-34525-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Business & Economics > Business & management > Business mathematics & systems > General Books > Money & Finance > General
LSN:	3-319-34525-7
Barcode:	9783319345253

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