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Item type | Location | Call Number | Status | Date Due |
---|---|---|---|---|
E-Book | AUM Main Library | 657.8333 (Browse Shelf) | Not for loan |
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.
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