Portfolio Analytics
An Introduction to Return and Risk Measurement
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- 42,99 €
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- 42,99 €
Beschreibung des Verlags
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.
GENRE
Business und Finanzen
ERSCHIENEN
2015
8. Oktober
SPRACHE
EN
Englisch
UMFANG
218
Seiten
VERLAG
Springer International Publishing
ANBIETERINFO
Springer Science & Business Media LLC
GRÖSSE
3,2
MB
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