Portfolio Analytics

Autor*innen

• Wolfgang Marty

Parameter

• 200 Seiten
• 7 Lesestunden

• Finanzen
• Investieren
• Ökonomie
• Wirtschaft

Mehr zum Buch

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.

• Sprache: Englisch
• Erscheinungsdatum: 2013
• Einband: Hardcover