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Portfolio analytics[electronic resource] :an introduction to return and risk measurement /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332
書名/作者:	Portfolio analytics : an introduction to return and risk measurement // by Wolfgang Marty.
作者:	Marty, Wolfgang.
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	xiv, 204 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Portfolio management.
標題:	Finance.
標題:	Accounting.
標題:	Bookkeeping.
標題:	Business mathematics.
標題:	Economics, Mathematical.
標題:	Statistics.
標題:	Macroeconomics.
標題:	Finance, general.
標題:	Quantitative Finance.
標題:	Macroeconomics/Monetary Economics//Financial Economics.
標題:	Business Mathematics.
標題:	Statistics for Business/Economics/Mathematical Finance/Insurance.
標題:	Accounting/Auditing.
ISBN:	9783319198125
ISBN:	9783319198118
內容註:	Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-19812-5

Portfolio analytics[electronic resource] :an introduction to return and risk measurement /
Marty, Wolfgang.

Portfolio analyticsan introduction to return and risk measurement /[electronic resource] :by Wolfgang Marty. - 2nd ed. - Cham :Springer International Publishing :2015. - xiv, 204 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..

Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- 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.

ISBN: 9783319198125

Standard No.: 10.1007/978-3-319-19812-5doiSubjects--Topical Terms:

177532
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332

Portfolio analytics[electronic resource] :an introduction to return and risk measurement /
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