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Portfolio analytics = an introductio...

Marty, Wolfgang.

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Portfolio analytics = an introduction to return and risk measurement /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Portfolio analytics/ by Wolfgang Marty.
Reminder of title:	an introduction to return and risk measurement /
Author:	Marty, Wolfgang.
Published:	Cham :Springer International Publishing : : 2015.,
Description:	xiv, 204 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
Contained By:	Springer eBooks
Subject:	Portfolio management. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-19812-5
ISBN:	9783319198125

Portfolio analytics = an introduction to return and risk measurement /
Marty, Wolfgang.

Portfolio analyticsan introduction to return and risk measurement /[electronic resource] :by Wolfgang Marty. - 2nd ed. - Cham :Springer International Publishing :2015. - xiv, 204 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..

Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.

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.

ISBN: 9783319198125

Standard No.: 10.1007/978-3-319-19812-5doiSubjects--Topical Terms:

646616
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332

Portfolio analytics = an introduction to return and risk measurement /
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100 1 $a Marty, Wolfgang. $3 2162288
245 1 0 $a Portfolio analytics $h [electronic resource] : $b an introduction to return and risk measurement / $c by Wolfgang Marty.
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300 $a xiv, 204 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer texts in business and economics, $x 2192-4333
505 0 $a Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
520 $a 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.
650 0 $a Portfolio management. $3 646616
650 0 $a Finance. $3 542899
650 0 $a Accounting. $3 557516
650 0 $a Bookkeeping. $3 641078
650 0 $a Business mathematics. $3 625055
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830 0 $a Springer texts in business and economics. $3 1565849
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-19812-5
950 $a Business and Economics (Springer-11643)