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商品詳細
Portfolio Analytics: An Introduction to Return and Risk Measurement. Softcover reprint of the original 2nd ed. 2015
・ISBN 978-3-319-34525-3 paper EUR 69.99
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お気に入り
★★★
| 著者・編者 | Marty, Wolfgang, |
|---|---|
| シリーズ | (Springer Texts in Business and Economics) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 204 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-17509＞ |
解説
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.