Portfolio Analytics: An Introduction to Return and Risk Measurement
(Bog, Hardback, Engelsk)
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9783319198118
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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.
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| Forlag | Springer International Publishing AG |
| Forfatter | Wolfgang Marty |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 2nd ed. 2015 |
| Udgivelsesdato | 16-10-2015 |
| Første udgivelsesår | 2015 |
| Serie | Springer Texts in Business and Economics |
| Illustrationer | XIV, 204 p. |
| Originalsprog | Switzerland |
| Sideantal | 204 |
| Indbinding | Hardback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 204 pages, XIV, 204 p. |
| Mål | 165 x 244 x 18 |
| ISBN-13 / EAN-13 | 9783319198118 |