| 000 | 02650nam a22005655i 4500 | ||
|---|---|---|---|
| 001 | 978-3-319-03509-3 | ||
| 003 | DE-He213 | ||
| 005 | 20200420211750.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 140219s2013 gw | s |||| 0|eng d | ||
| 020 |
_a9783319035093 _9978-3-319-03509-3 |
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| 024 | 7 |
_a10.1007/978-3-319-03509-3 _2doi |
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| 050 | 4 | _aHG1-HG9999 | |
| 072 | 7 |
_aKFF _2bicssc |
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| 072 | 7 |
_aBUS027000 _2bisacsh |
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| 082 | 0 | 4 |
_a332 _223 |
| 100 | 1 |
_aMarty, Wolfgang. _eauthor. |
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| 245 | 1 | 0 |
_aPortfolio Analytics _h[electronic resource] : _bAn Introduction to Return and Risk Measurement / _cby Wolfgang Marty. |
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2013. |
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| 300 |
_aXII, 200 p. 53 illus., 14 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
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| 505 | 0 | _a1. Introduction -- 2. Return analysis -- 3. Risk Measurement -- 4. Performance Measurements -- 5. Investment Controlling. | |
| 520 | _aThis 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. | ||
| 650 | 0 | _aFinance. | |
| 650 | 0 | _aAccounting. | |
| 650 | 0 | _aBookkeeping. | |
| 650 | 0 | _aBusiness mathematics. | |
| 650 | 0 | _aEconomics, Mathematical. | |
| 650 | 0 | _aStatistics. | |
| 650 | 0 | _aMacroeconomics. | |
| 650 | 1 | 4 | _aFinance. |
| 650 | 2 | 4 | _aFinance, general. |
| 650 | 2 | 4 | _aQuantitative Finance. |
| 650 | 2 | 4 | _aMacroeconomics/Monetary Economics//Financial Economics. |
| 650 | 2 | 4 | _aBusiness Mathematics. |
| 650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 | 2 | 4 | _aAccounting/Auditing. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319035086 |
| 830 | 0 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-319-03509-3 |
| 912 | _aZDB-2-SBE | ||
| 942 | _cEBK | ||
| 999 |
_c51202 _d51202 |
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