Portfolio Analytics

An Introduction to Return and Risk Measurement

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance, Finance & Investing, Finance
Cover of the book Portfolio Analytics by Wolfgang Marty, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Wolfgang Marty ISBN: 9783319198125
Publisher: Springer International Publishing Publication: October 8, 2015
Imprint: Springer Language: English
Author: Wolfgang Marty
ISBN: 9783319198125
Publisher: Springer International Publishing
Publication: October 8, 2015
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Modern Methods of Construction Design by Wolfgang Marty
Cover of the book Biomedical Technology by Wolfgang Marty
Cover of the book Coherent Vortex Structures in Fluids and Plasmas by Wolfgang Marty
Cover of the book Dynamics of Liquid Solidification by Wolfgang Marty
Cover of the book The Palgrave Handbook of Cross-Cultural Business Negotiation by Wolfgang Marty
Cover of the book The Art of Forgetting by Wolfgang Marty
Cover of the book Web Information Systems Engineering – WISE 2015 by Wolfgang Marty
Cover of the book Archaeology and Heritage of the Human Movement into Space by Wolfgang Marty
Cover of the book Islam's Renewal by Wolfgang Marty
Cover of the book Affective and Emotional Economies in Medieval and Early Modern Europe by Wolfgang Marty
Cover of the book Cultural Perspectives on Millennials by Wolfgang Marty
Cover of the book A Short Course in Computational Geometry and Topology by Wolfgang Marty
Cover of the book Ecological Soil-Cement Bricks from Waste Materials by Wolfgang Marty
Cover of the book Physics at the Biomolecular Interface by Wolfgang Marty
Cover of the book Surgery During Natural Disasters, Combat, Terrorist Attacks, and Crisis Situations by Wolfgang Marty
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy