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Record Nr. |
UNINA9910438257303321 |
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Autore |
Marty Wolfgang |
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Titolo |
Portfolio Analytics : An Introduction to Return and Risk Measurement / / by Wolfgang Marty |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
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ISBN |
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Edizione |
[1st ed. 2013.] |
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Descrizione fisica |
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1 online resource (XII, 200 p. 53 illus., 14 illus. in color.) |
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Collana |
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Springer Texts in Business and Economics, , 2192-4333 |
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Disciplina |
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Soggetti |
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Finance |
Economics, Mathematical |
Macroeconomics |
Business mathematics |
Statistics |
Accounting |
Bookkeeping |
Finance, general |
Quantitative Finance |
Macroeconomics/Monetary Economics//Financial Economics |
Business Mathematics |
Statistics for Business, Management, Economics, Finance, Insurance |
Accounting/Auditing |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. Investment Controlling. |
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Sommario/riassunto |
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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 |
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