Mohlo by sa vám tiež páčiť

Viac informácií o knihe Portfolio Analytics

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 122 bodov

Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Macroeconomics

• Celý názov: Portfolio Analytics
• Podnázov: An Introduction to Return and Risk Measurement
• Autor: Wolfgang Marty
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 204
• EAN: 9783319345253
• ISBN: 3319345257
• ID: 18051064
• Nakladateľ: Springer International Publishing AG
• Hmotnosť: 3401 g
• Rozmery: 235 × 155 × 13 mm
• Dátum vydania: 23. August 2016

Obľúbené z iného súdka

---

---

---