Portfolio Analytics

An Introduction to Return and Risk Measurement

von Wolfgang Marty

204 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: Springer Texts in Business and Economics
• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Finanz- und Rechnungswesen Finanzenwesen und Finanzindustrie
• ISBN: 9783319198118
• Sprache: Englisch
• Erscheinungsdatum: 16.10.2015
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing