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000745335 020__ $$a9783319198125$$qelectronic book
000745335 020__ $$a3319198122$$qelectronic book
000745335 020__ $$z9783319198118
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000745335 0247_ $$a10.1007/978-3-319-19812-5$$2doi
000745335 035__ $$aSP(OCoLC)ocn932167651
000745335 035__ $$aSP(OCoLC)932167651
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000745335 08204 $$a332$$223
000745335 1001_ $$aMarty, Wolfgang.$$eauthor.
000745335 24510 $$aPortfolio analytics$$h[electronic resource] :$$ban introduction to return and risk measurement /$$cby Wolfgang Marty.
000745335 250__ $$a2nd ed.
000745335 264_1 $$aCham :$$bSpringer,$$c2015.
000745335 300__ $$a1 online resource (xiv, 204 pages) :$$billusrations.
000745335 336__ $$atext$$btxt$$2rdacontent
000745335 337__ $$acomputer$$bc$$2rdamedia
000745335 338__ $$aonline resource$$bcr$$2rdacarrier
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000745335 4901_ $$aSpringer Texts in Business and Economics,$$x2192-4333
000745335 5050_ $$aIntroduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
000745335 506__ $$aAccess limited to authorized users.
000745335 520__ $$aThis textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios. As a conclusion, the book provides the reader with all the essential aspects of investment controlling.
000745335 650_0 $$aPortfolio management.
000745335 650_0 $$aFinance.
000745335 650_0 $$aAccounting.
000745335 650_0 $$aBookkeeping.
000745335 650_0 $$aBusiness mathematics.
000745335 650_0 $$aEconomics, Mathematical.
000745335 650_0 $$aStatistics.
000745335 650_0 $$aMacroeconomics.
000745335 77608 $$iPrint version:$$z9783319198118
000745335 830_0 $$aSpringer texts in business and economics,$$x2192-4333
000745335 85280 $$bebk$$hSpringerLink
000745335 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-19812-5$$zOnline Access$$91397441.1
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000745335 980__ $$aEBOOK
000745335 980__ $$aBIB
000745335 982__ $$aEbook
000745335 983__ $$aOnline
000745335 994__ $$a92$$bISE