@article{745335,
      recid = {745335},
      author = {Marty, Wolfgang.},
      title = {Portfolio analytics an introduction to return and risk  measurement / [electronic resource] :},
      pages = {1 online resource (xiv, 204 pages) :},
      abstract = {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.},
      url = {http://library.usi.edu/record/745335},
      doi = {https://doi.org/10.1007/978-3-319-19812-5},
}