Portfolio Analytics : An Introduction to Return and Risk Measurement / / by Wolfgang Marty

• Autore: Marty Wolfgang
• Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015
• Edizione: 2nd ed. 2015.
• Descrizione fisica: 1 online resource (XIV, 204 p. 59 illus.)
• Disciplina: 332.6
• Soggetto topico: 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
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di bibliografia: Includes bibliographical references & index.
• Nota di contenuto: Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
• Sommario/riassunto: 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.
• Titolo autorizzato: Portfolio Analytics
• ISBN: 3-319-19812-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910298479103321
• Lo trovi qui: Univ. Federico II
• Serie: Springer Texts in Business and Economics, . 2192-4333