Portfolio Analytics An Introduction to Return and Risk Measurement /
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 e...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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Σειρά: | Springer Texts in Business and Economics,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Περίληψη: | 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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Φυσική περιγραφή: | XII, 200 p. 53 illus., 14 illus. in color. online resource. |
ISBN: | 9783319035093 |
ISSN: | 2192-4333 |