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Portfolio analyticsan introduction t...

Marty, Wolfgang.

Portfolio analyticsan introduction to return and risk measurement /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Portfolio analyticsby Wolfgang Marty.
Reminder of title:	an introduction to return and risk measurement /
Author:	Marty, Wolfgang.
Published:	Cham :Springer International Publishing :2015.
Description:	xiv, 204 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Portfolio management.
Online resource:	http://dx.doi.org/10.1007/978-3-319-19812-5
ISBN:	9783319198125$q(electronic bk.)

Portfolio analyticsan introduction to return and risk measurement /
Marty, Wolfgang.

Portfolio analyticsan introduction to return and risk measurement /[electronic resource] :by Wolfgang Marty. - 2nd ed. - Cham :Springer International Publishing :2015. - xiv, 204 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..

Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.

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.

ISBN: 9783319198125$q(electronic bk.)

Standard No.: 10.1007/978-3-319-19812-5doiSubjects--Topical Terms:

186383
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332

Portfolio analyticsan introduction to return and risk measurement /
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245 1 0 $a Portfolio analytics $h [electronic resource] : $b an introduction to return and risk measurement / $c by Wolfgang Marty.
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505 0 $a Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
520 $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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