Portfolio Analytics
An Introduction to Return and Risk Measurement
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- €59.99
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- €59.99
Publisher Description
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 & Personal Finance
RELEASED
2014
19 February
LANGUAGE
EN
English
LENGTH
212
Pages
PUBLISHER
Springer International Publishing
PROVIDER INFO
Springer Science & Business Media LLC
SIZE
2.9
MB
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