Portfolio Analytics : An Introduction to Return and Risk Measurement

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...

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Detalles Bibliográficos
Autor principal: Marty, Wolfgang. author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cham : Springer International Publishing 2013.
Edición:1st ed. 2013.
Colección:Springer Texts in Business and Economics,
Materias:
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.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009466906106719
Descripción
Sumario: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.
Notas:Bibliographic Level Mode of Issuance: Monograph
Descripción Física:1 online resource (XII, 200 p. 53 illus., 14 illus. in color.)
Bibliografía:Includes bibliographical references and index.
ISBN:9783319035093

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