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Portfolio Analytics [electronic resource] : An Introduction to Return and Risk Measurement / by Wolfgang Marty.

By: Marty, Wolfgang [author.].
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Springer Texts in Business and Economics: Publisher: Cham : Springer International Publishing : Imprint: Springer, 2013Description: XII, 200 p. 53 illus., 14 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783319035093.Subject(s): 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/AuditingAdditional physical formats: Printed edition:: No titleDDC classification: 332 Online resources: Click here to access online
Contents:
1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. Investment Controlling.
In: Springer eBooksSummary: 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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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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