語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Portfolio Analytics = An Introductio...
~
Marty, Wolfgang.
Portfolio Analytics = An Introduction to Return and Risk Measurement /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Portfolio Analytics/ by Wolfgang Marty.
其他題名:
An Introduction to Return and Risk Measurement /
作者:
Marty, Wolfgang.
面頁冊數:
XIV, 204 p. 59 illus.online resource. :
Contained By:
Springer Nature eBook
標題:
Finance. -
電子資源:
https://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. 2015. - XIV, 204 p. 59 illus.online resource. - 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:
559073
Finance.
LC Class. No.: HG1-9999
Dewey Class. No.: 332
Portfolio Analytics = An Introduction to Return and Risk Measurement /
LDR
:02118nam a22004095i 4500
001
966351
003
DE-He213
005
20200920091858.0
007
cr nn 008mamaa
008
201211s2015 gw | s |||| 0|eng d
020
$a
9783319198125
$9
978-3-319-19812-5
024
7
$a
10.1007/978-3-319-19812-5
$2
doi
035
$a
978-3-319-19812-5
050
4
$a
HG1-9999
072
7
$a
KFF
$2
bicssc
072
7
$a
BUS027000
$2
bisacsh
072
7
$a
KFF
$2
thema
082
0 4
$a
332
$2
23
100
1
$a
Marty, Wolfgang.
$4
aut
$4
http://id.loc.gov/vocabulary/relators/aut
$3
1069051
245
1 0
$a
Portfolio Analytics
$h
[electronic resource] :
$b
An Introduction to Return and Risk Measurement /
$c
by Wolfgang Marty.
250
$a
2nd ed. 2015.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2015.
300
$a
XIV, 204 p. 59 illus.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
490
1
$a
Springer Texts in Business and Economics,
$x
2192-4333
505
0
$a
Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
520
$a
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.
650
0
$a
Finance.
$3
559073
650
0
$a
Economics, Mathematical .
$3
1253712
650
0
$a
Macroeconomics.
$3
554837
650
0
$a
Business mathematics.
$3
557696
650
0
$a
Statistics .
$3
1253516
650
0
$a
Accounting.
$3
561166
650
0
$a
Bookkeeping .
$3
1253557
650
1 4
$a
Finance, general.
$3
1069041
650
2 4
$a
Quantitative Finance.
$3
669372
650
2 4
$a
Macroeconomics/Monetary Economics//Financial Economics.
$3
1069052
650
2 4
$a
Business Mathematics.
$3
1063156
650
2 4
$a
Statistics for Business, Management, Economics, Finance, Insurance.
$3
1211158
650
2 4
$a
Accounting/Auditing.
$3
669239
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783319198132
776
0 8
$i
Printed edition:
$z
9783319198118
776
0 8
$i
Printed edition:
$z
9783319345253
830
0
$a
Springer Texts in Business and Economics,
$x
2192-4333
$3
1253711
856
4 0
$u
https://doi.org/10.1007/978-3-319-19812-5
912
$a
ZDB-2-SBE
912
$a
ZDB-2-SXEF
950
$a
Business and Economics (SpringerNature-11643)
950
$a
Economics and Finance (R0) (SpringerNature-43720)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入