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Portfolio analytics = an introductio...

Marty, Wolfgang.

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Portfolio analytics = an introduction to return and risk measurement /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Portfolio analytics/ by Wolfgang Marty.
其他題名:	an introduction to return and risk measurement /
作者:	Marty, Wolfgang.
出版者:	Cham :Springer International Publishing : : 2015.,
面頁冊數:	xiv, 204 p. :ill., digital ;24 cm.
內容註:	Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
Contained By:	Springer eBooks
標題:	Portfolio management. -
電子資源:	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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