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Anglický jazyk
Portfolio Analytics
Autor: Wolfgang Marty
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... Viac o knihe
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O knihe
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.
- Vydavateľstvo: Springer International Publishing
- Rok vydania: 2015
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9783319198118
