Please use this identifier to cite or link to this item: http://localhost:80/handle/Hannan/37418
Title: Portfolio Analytics
Other Titles: An Introduction to Return and Risk Measurement
Authors: Marty, Wolfgang.
subject: Economics;Finance.;Economics Statistics.;Auditing.;Economics/Management Science.;Finance/Investment/Banking.;Quantitative Finance.;Financial Economics.;Business Mathematics.;Statistics for Business/Economics/Mathematical Finance/Insurance.;Accounting/Aud;HG1501-HG3550
Year: 2013
place: Cham
Publisher: Springer International Publishing :.
Imprint: Springer,
Series/Report no.: Springer Texts in Business and Economics, 2192-4333.
Springer Texts in Business and Economics, 2192-4333.
Abstract: 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.
Description: Printed edition: 9783319035086.
URI: http://46.100.53.162/handle/Ebook/37418
ISBN: 9783319035093.
9783319035086 (print)
Appears in Collections:پول،بانکداری،بیمه

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Title: Portfolio Analytics
Other Titles: An Introduction to Return and Risk Measurement
Authors: Marty, Wolfgang.
subject: Economics;Finance.;Economics Statistics.;Auditing.;Economics/Management Science.;Finance/Investment/Banking.;Quantitative Finance.;Financial Economics.;Business Mathematics.;Statistics for Business/Economics/Mathematical Finance/Insurance.;Accounting/Aud;HG1501-HG3550
Year: 2013
place: Cham
Publisher: Springer International Publishing :.
Imprint: Springer,
Series/Report no.: Springer Texts in Business and Economics, 2192-4333.
Springer Texts in Business and Economics, 2192-4333.
Abstract: 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.
Description: Printed edition: 9783319035086.
URI: http://46.100.53.162/handle/Ebook/37418
ISBN: 9783319035093.
9783319035086 (print)
Appears in Collections:پول،بانکداری،بیمه

Files in This Item:
File Description SizeFormat 
9783319035093.pdf3.78 MBAdobe PDFThumbnail
Preview File
Title: Portfolio Analytics
Other Titles: An Introduction to Return and Risk Measurement
Authors: Marty, Wolfgang.
subject: Economics;Finance.;Economics Statistics.;Auditing.;Economics/Management Science.;Finance/Investment/Banking.;Quantitative Finance.;Financial Economics.;Business Mathematics.;Statistics for Business/Economics/Mathematical Finance/Insurance.;Accounting/Aud;HG1501-HG3550
Year: 2013
place: Cham
Publisher: Springer International Publishing :.
Imprint: Springer,
Series/Report no.: Springer Texts in Business and Economics, 2192-4333.
Springer Texts in Business and Economics, 2192-4333.
Abstract: 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.
Description: Printed edition: 9783319035086.
URI: http://46.100.53.162/handle/Ebook/37418
ISBN: 9783319035093.
9783319035086 (print)
Appears in Collections:پول،بانکداری،بیمه

Files in This Item:
File Description SizeFormat 
9783319035093.pdf3.78 MBAdobe PDFThumbnail
Preview File