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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.
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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
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Introduction
Return Analysis
Risk Measurement
Performance Measurement
Investment Controlling.

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