Portfolio Analytics: An Introduction to Return and Risk Measurement - Rilegato

Libro 44 di 190: Springer Texts in Business and Economics

Marty, Wolfgang

 
9783319198118: Portfolio Analytics: An Introduction to Return and Risk Measurement
Rilegato
ISBN 10: 3319198114 ISBN 13: 9783319198118
Casa editrice: Springer Verlag, 2015

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Dr. Wolfgang Marty is Investment Strategist at AgaNola. Between 2015 and 1998 he was working with Credit Suisse in Zurich. He joined as Head of Product Engineering and later became Head of Portfolio Analytics. From 1989 - 1998 he worked in London and Chicago. He is specialized in performance measurement, fixed income portfolio attribution and portfolio optimization. He has been committed to actively developing the fixed-income markets for many years. In particular it pursues the interests of the Swiss market participants in the European Bond Commission (EBC). Moreover, Wolfgang Marty is a member of the Executive Committee of the EBC, as well as of the Bond Index Commission of SIX Exchange.         

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Verlag
Data di pubblicazione
2015
Lingua
Inglese
ISBN 10 
3319198114
ISBN 13 
9783319198118
Rilegatura
Copertina rigida
Numero edizione
2
Numero di pagine
220
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9783319345253: Portfolio Analytics: An Introduction to Return and Risk Measurement

Edizione in evidenza

ISBN 10:  3319345257 ISBN 13:  9783319345253
Casa editrice: Springer, 2016
Brossura