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Portfolio analytics[electronic resou...

Marty, Wolfgang.

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

レコード種別:	言語・文字資料 (印刷物) : 単行資料
[NT 15000414] null:	332
タイトル / 著者:	Portfolio analytics : an introduction to return and risk measurement // by Wolfgang Marty.
著者:	Marty, Wolfgang.
出版された:	Cham : : Springer International Publishing :, 2015.
記述:	xiv, 204 p. : : ill., digital ;; 24 cm.
含まれています:	Springer eBooks
主題:	Portfolio management.
主題:	Finance.
主題:	Accounting.
主題:	Bookkeeping.
主題:	Business mathematics.
主題:	Economics, Mathematical.
主題:	Statistics.
主題:	Macroeconomics.
主題:	Finance, general.
主題:	Quantitative Finance.
主題:	Macroeconomics/Monetary Economics//Financial Economics.
主題:	Business Mathematics.
主題:	Statistics for Business/Economics/Mathematical Finance/Insurance.
主題:	Accounting/Auditing.
国際標準図書番号 (ISBN) :	9783319198125
国際標準図書番号 (ISBN) :	9783319198118
[NT 15000228] null:	Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
[NT 15000229] null:	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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300 $a xiv, 204 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer texts in business and economics, $x 2192-4333
505 0 $a Introduction -- Return Analysis -- Risk Measurement -- Performance Measurement -- Investment Controlling.
520 $a 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.
650 0 $a Portfolio management. $3 177532
650 0 $a Finance. $3 189642
650 0 $a Accounting. $3 177361
650 0 $a Bookkeeping. $3 383352
650 0 $a Business mathematics. $3 172382
650 0 $a Economics, Mathematical. $3 227334
650 0 $a Statistics. $3 145349
650 0 $a Macroeconomics. $3 189583
650 2 4 $a Finance, general. $3 634722
650 2 4 $a Quantitative Finance. $3 464461
650 2 4 $a Macroeconomics/Monetary Economics//Financial Economics. $3 634732
650 2 4 $a Business Mathematics. $3 589767
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 464928
650 2 4 $a Accounting/Auditing. $3 463735
710 2 $a SpringerLink (Online service) $3 463450
773 0 $t Springer eBooks
830 0 $a Springer texts in business and economics. $3 464463
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-19812-5
950 $a Business and Economics (Springer-11643)

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http://dx.doi.org/10.1007/978-3-319-19812-5

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