Portfolio Analytics: An Introduction to Return and Risk Measurement
(Bog, Paperback / softback, Engelsk)
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783319345253
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
Formater og udgaver
Beskrivelse
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.
Læsernes anmeldelser (0)
Alle detaljer
| Forlag | Springer International Publishing AG |
| Forfatter | Wolfgang Marty |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Softcover reprint of the original 2nd ed. 2015 |
| Udgivelsesdato | 23-08-2016 |
| Første udgivelsesår | 2016 |
| Serie | Springer Texts in Business and Economics |
| Illustrationer | XIV, 204 p. |
| Originalsprog | Switzerland |
| Sideantal | 204 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 204 pages, XIV, 204 p. |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9783319345253 |