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Portfolio Analytics - An Introduction to Return and Risk Measurement (Hardcover, 2nd ed. 2015) Loot Price: R2,541

Discovery Miles 25 410

Repayment Terms: R238 pm x 12*

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Portfolio Analytics - An Introduction to Return and Risk Measurement (Hardcover, 2nd ed. 2015): Wolfgang Marty

Portfolio Analytics - An Introduction to Return and Risk Measurement (Hardcover, 2nd ed. 2015)

Wolfgang Marty

Series: Springer Texts in Business and Economics

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Loot Price R2,541 Discovery Miles 25 410 | Repayment Terms: R238 pm x 12*

Expected to ship within 12 - 17 working days

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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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Springer Texts in Business and Economics
Release date:	October 2015
First published:	2015
Authors:	Wolfgang Marty
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Hardcover - Cloth over boards
Pages:	204
Edition:	2nd ed. 2015
ISBN-13:	978-3-319-19811-8
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 Promotions
LSN:	3-319-19811-4
Barcode:	9783319198118