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Autore: | Marty Wolfgang |
Titolo: | Portfolio Analytics : An Introduction to Return and Risk Measurement / / by Wolfgang Marty |
Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
Edizione: | 1st ed. 2013. |
Descrizione fisica: | 1 online resource (XII, 200 p. 53 illus., 14 illus. in color.) |
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 and index. |
Nota di contenuto: | 1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. 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: | 3-319-03509-6 |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910438257303321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |