TY  - GEN
AB  - 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.
AU  - Marty, Wolfgang.
CN  - SpringerLink
CN  - HG4529.5
CN  - HG1-HG9999
DO  - 10.1007/978-3-319-19812-5
DO  - doi
ET  - 2nd ed.
ID  - 745335
KW  - Portfolio management.
KW  - Finance.
KW  - Accounting.
KW  - Bookkeeping.
KW  - Business mathematics.
KW  - Economics, Mathematical.
KW  - Statistics.
KW  - Macroeconomics.
LK  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-19812-5
N2  - 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.
SN  - 9783319198125
SN  - 3319198122
T1  - Portfolio analyticsan introduction to return and risk measurement /
TI  - Portfolio analyticsan introduction to return and risk measurement /
UR  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-19812-5
ER  -