Книга Portfolio Analytics Wolfgang Marty

Portfolio Analytics

An Introduction to Return and Risk Measurement

Автор: Wolfgang Marty
Език: Английски език
Корици: С твърди корици
Наличност: Външен склад
Изпращаме след 10-13 дни
77.47 151.52 лв
This textbook first introduces the reader to return measurement and then goes on to compare the time...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2015
страници
204
EAN
9783319198118
ISBN
3319198114
Enbook ID
09296356
Теглоt
470
Размери
244 x 165 x 18

Пълно описание

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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