Portfolio Analytics : An Introduction to Return and Risk Measurement
Softcover reprint of the original 2nd ed. 2015
Book Details
Format
Paperback / Softback
Book Series
Springer Texts in Business and Economics
ISBN-10
3319345257
ISBN-13
9783319345253
Edition
Softcover reprint of the original 2nd ed. 2015
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Aug 23rd, 2016
Print length
204 Pages
Ksh 8,100.00
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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.
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.
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