Portfolio analytics an introduction to return and risk measurement / [electronic resource] :

• 作者： Marty, Wolfgang.
• 其他作者：
  • SpringerLink (Online service)
• 其他題名：
  • Springer texts in business and economics
• 出版： Cham : Springer International Publishing :Imprint: Springer
• 版本：2nd ed.
• 叢書名： Springer texts in business and economics
• 主題： Portfolio management , Finance , Accounting , Bookkeeping. , Business mathematics , Economics, Mathematical , Statistics , Macroeconomics , Finance , Finance, general. , Quantitative Finance. , Macroeconomics/Monetary Economics//Financial Economics. , Business mathematics , Statistics for Business/Economics/Mathematical Finance/Insurance. , Accounting/Auditing.
• ISBN： 9783319198125 (electronic bk.) 、 9783319198118 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
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• 摘要註: 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.
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