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Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics (Hardback)
  • Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics (Hardback)
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Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics (Hardback)

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£59.99
Hardback 204 Pages / Published: 16/10/2015
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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.

Publisher: Springer International Publishing AG
ISBN: 9783319198118
Number of pages: 204
Weight: 4557 g
Dimensions: 235 x 155 x 14 mm
Edition: 2nd ed. 2015

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