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Portfolio Analytics [electronic resource] : An Introduction to Return and Risk Measurement / by Wolfgang Marty.

Por: Tipo de material: TextoTextoSeries Springer Texts in Business and Economics | Springer Texts in Business and EconomicsEditor: Cham : Springer International Publishing : Imprint: Springer, 2013Descripción: XII, 200 p. 53 illus., 14 illus. in color. online resourceTipo de contenido:
  • text
Tipo de medio:
  • computer
Tipo de soporte:
  • online resource
ISBN:
  • 9783319035093
Trabajos contenidos:
  • SpringerLink (Online service)
Tema(s): Formatos físicos adicionales: Sin títuloClasificación CDD:
  • 657.8333 23
  • 658.152 23
Clasificación LoC:
  • Libro electrónico
  • HG4501-6051
  • HG1501-HG3550
Recursos en línea:
Contenidos:
Springer eBooksResumen: 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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1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. 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.

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