Library of American University of Madaba
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Marty, Wolfgang.
Portfolio Analytics An Introduction to Return and Risk Measurement / [electronic resource] : by Wolfgang Marty. - XII, 200 p. 53 illus., 14 illus. in color. online resource. - Springer Texts in Business and Economics, 2192-4333 .
1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. 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.
9783319035093
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/Auditing.
HG1-9999 HG4501-6051 HG1501-HG3550
657.8333 658.152
Portfolio Analytics An Introduction to Return and Risk Measurement / [electronic resource] : by Wolfgang Marty. - XII, 200 p. 53 illus., 14 illus. in color. online resource. - Springer Texts in Business and Economics, 2192-4333 .
1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. 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.
9783319035093
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/Auditing.
HG1-9999 HG4501-6051 HG1501-HG3550
657.8333 658.152