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Portfolio Analytics

Name: Portfolio Analytics
Brand: Springer International Publishing AG
SKU: 18051064
Price: 52.69 EUR
Availability: InStock
Author: Wolfgang Marty
ISBN: 9783319345253

An Introduction to Return and Risk Measurement

Wolfgang Marty

Language

English

Book Paperback

Libristo code: 18051064

Publishers Springer International Publishing AG, August 2016

This textbook first introduces the reader to return measurement and then goes on to compare the time... Full description

Libristo code: 18051064

129 b

52.69 € VAT included

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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.