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02649nam a22005535i 4500 |
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978-3-319-03509-3 |
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DE-He213 |
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20151204172949.0 |
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cr nn 008mamaa |
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140219s2013 gw | s |||| 0|eng d |
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|a 9783319035093
|9 978-3-319-03509-3
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|a 10.1007/978-3-319-03509-3
|2 doi
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|a BUS027000
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|a 332
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|a Marty, Wolfgang.
|e author.
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|a Portfolio Analytics
|h [electronic resource] :
|b An Introduction to Return and Risk Measurement /
|c by Wolfgang Marty.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2013.
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| 300 |
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|a XII, 200 p. 53 illus., 14 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Springer Texts in Business and Economics,
|x 2192-4333
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|a 1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. Investment Controlling.
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| 520 |
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|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.
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|a Finance.
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|a Accounting.
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|a Bookkeeping.
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|a Business mathematics.
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|a Economics, Mathematical.
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|a Statistics.
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|a Macroeconomics.
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|a Finance.
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|a Finance, general.
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|a Quantitative Finance.
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|a Macroeconomics/Monetary Economics//Financial Economics.
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| 650 |
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|a Business Mathematics.
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|a Statistics for Business/Economics/Mathematical Finance/Insurance.
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|a Accounting/Auditing.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783319035086
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| 830 |
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|a Springer Texts in Business and Economics,
|x 2192-4333
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-319-03509-3
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SBE
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| 950 |
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|a Business and Economics (Springer-11643)
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