Erschienen: 16.10.2015 Abbildung von Marty | Portfolio Analytics | 2nd ed. 2015 | 2015 | An Introduction to Return and ...

Marty

Portfolio Analytics

An Introduction to Return and Risk Measurement

Buch. Hardcover

2nd ed. 2015. 2015

xiv, 204 S.

Springer. ISBN 978-3-319-19811-8

Format (B x L): 15,5 x 23,5 cm

Gewicht: 497 g

Das Werk ist Teil der Reihe: Springer Texts in Business and Economics

Produktbeschreibung

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.

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