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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Economics Macroeconomics

• Full title: Portfolio Analytics
• Subtitle: An Introduction to Return and Risk Measurement
• Author: Wolfgang Marty
• Language: English
• Binding: Hardback
• Number of pages: 204
• EAN: 9783319198118
• ISBN: 3319198114
• ID: 09296356
• Publisher: Springer International Publishing AG
• Weight: 470 g
• Dimensions: 165 × 244 × 18 mm
• Date of publishing: 16. October 2015

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