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Portfolio analytics = an introductio...
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SpringerLink (Online service)
Portfolio analytics = an introduction to return and risk measurement /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Portfolio analytics/ by Wolfgang Marty.
Reminder of title:
an introduction to return and risk measurement /
Author:
Marty, Wolfgang.
Published:
Cham :Imprint: Springer, : 2015.,
Description:
xiv, 204 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
Accounting/Auditing. -
Online resource:
http://dx.doi.org/10.1007/978-3-319-19812-5
ISBN:
9783319198125
Portfolio analytics = an introduction to return and risk measurement /
Marty, Wolfgang.
Portfolio analytics
an introduction to return and risk measurement /[electronic resource] :by Wolfgang Marty. - 2nd ed. - Cham :Imprint: Springer,2015. - xiv, 204 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..
Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
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.
ISBN: 9783319198125
Standard No.: 10.1007/978-3-319-19812-5doiSubjects--Topical Terms:
669239
Accounting/Auditing.
LC Class. No.: HG4529.5
Dewey Class. No.: 332
Portfolio analytics = an introduction to return and risk measurement /
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