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Portfolio Analytics: An Introduction to Return and Risk Measurement (Springer Texts in Business and Economics)
Wolfgang Marty
€ 100.30
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Description for Portfolio Analytics: An Introduction to Return and Risk Measurement (Springer Texts in Business and Economics)
Hardcover. This book introduces return measurement and goes on to compare the time-weighted rate of return with the money-weighted rate of return. The author proceeds to modern portfolio theory, showing how constraints interfere with construction of optimized portfolios. Series: Springer Texts in Business and Economics. Num Pages: 204 pages, 59 black & white illustrations, biography. BIC Classification: KCB; KFF; KJQ; PBT. Category: (G) General (US: Trade). Dimension: 165 x 244 x 18. Weight in Grams: 470.
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.
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.
Product Details
Format
Hardback
Publication date
2015
Publisher
Springer
Condition
New
Series
Springer Texts in Business and Economics
Number of Pages
204
Place of Publication
Cham, Switzerland
ISBN
9783319198118
SKU
V9783319198118
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Wolfgang Marty
Dr. Wolfgang Marty is Investment Strategist at AgaNola. Between 2015 and 1998 he was working with Credit Suisse in Zurich. He joined as Head of Product Engineering and later became Head of Portfolio Analytics. From 1989 - 1998 he worked in London and Chicago. He is specialized in performance measurement, fixed income portfolio attribution and portfolio optimization. He has been ... Read more
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