Portfolio analytics [electronic resource] : an introduction to return and risk measurement / by Wolfgang Marty.
Marty, Wolfgang. author.
2015
HG4529.5
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Title
Portfolio analytics [electronic resource] : an introduction to return and risk measurement / by Wolfgang Marty.
Author
Marty, Wolfgang. author.
Edition
2nd ed.
ISBN
9783319198125 electronic book
3319198122 electronic book
9783319198118
3319198114
DOI
https://doi.org/10.1007/978-3-319-19812-5
Published
Cham : Springer, 2015.
Language
English
Description
1 online resource (xiv, 204 pages) : illusrations.
Item Number
10.1007/978-3-319-19812-5 doi
Call Number
HG4529.5
Dewey Decimal Classification
332
Summary
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.
Access Note
Access limited to authorized users.
Digital File Characteristics
text file PDF
Series
Springer texts in business and economics, 2192-4333
Available in Other Form
Print version: 9783319198118
Linked Resources
Online Access
Record Appears in
Online Resources > Ebooks
All Resources
Introduction
Return Analysis
Risk Measurement
Performance Measurement
Investment Controlling.

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