Portfolio Analytics An Introduction to Return and Risk Measurement
tarafından
Marty, Wolfgang. author.
Başlık
:
Portfolio Analytics An Introduction to Return and Risk Measurement
Yazar
:
Marty, Wolfgang. author.
ISBN
:
9783319198125
Yazar
:
Marty, Wolfgang. author.
Edisyon
:
2nd ed. 2015.
Fiziksel Niteleme
:
XIV, 204 p. 59 illus. online resource.
Seri
:
Springer Texts in Business and Economics,
İçindekiler
:
Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
Özet
:
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.
Konu Başlığı
:
Finance.
Accounting.
Bookkeeping.
Business mathematics.
Economics, Mathematical.
Statistics.
Macroeconomics.
Finance, general.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Accounting/Auditing.
Ek Kurum Yazar
:
SpringerLink (Online service)
Elektronik Erişim
:
Materyal Türü | Barkod | Yer Numarası | Durumu/İade Tarihi |
---|
Electronic Book | 22985-1001 | HG1 -HG9999 | Springer E-Book Collection |