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Portfolio Analytics - An Introduction to Return and Risk Measurement (Hardcover, 2nd ed. 2015)
Loot Price: R2,472
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Portfolio Analytics - An Introduction to Return and Risk Measurement (Hardcover, 2nd ed. 2015)
Series: Springer Texts in Business and Economics
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.
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