Portfolio Analytics

An Introduction to Return and Risk Measurement

Autori

• Wolfgang Marty

Parametri

• 220 pagine
• 8 ore di lettura

• Economia e affari
• Matematica

Maggiori informazioni sul libro

Focusing on investment measurement, the textbook explores return metrics, specifically contrasting time-weighted and money-weighted rates of return. It highlights the significance of risk by analyzing tracking errors and comparing ex-post and ex-ante risk figures. The discussion extends to modern portfolio theory, detailing how various constraints impact optimized portfolio construction. Ultimately, the book equips readers with crucial insights into investment controlling, making it a comprehensive resource for understanding investment performance and risk management.

Lingua: Inglese

Pubblicato: 2016

(In brossura)