Marty, Wolfgang. <br/><br/>
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 .
 - Springer Texts in Business and Economics, .
<br/><br/>1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. Investment Controlling. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9783319035093 
<br/><br/><label>Standard No.: </label>10.1007/978-3-319-03509-3  doi 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance.<br/>Accounting.<br/>Bookkeeping.<br/>Business mathematics.<br/>Economics, Mathematical.<br/>Statistics.<br/>Macroeconomics.<br/>Finance.<br/>Finance, general.<br/>Quantitative Finance.<br/>Macroeconomics/Monetary Economics//Financial Economics.<br/>Business Mathematics.<br/>Statistics for Business/Economics/Mathematical Finance/Insurance.<br/>Accounting/Auditing.
<br/><br/><label>LC Class. No.: </label>HG1-HG9999 
<br/><br/><label>Dewey Class. No.: </label>332