Portfolio Analytics : An Introduction to Return and Risk Measurement

Name: Portfolio Analytics
Brand: Springer International Publishing AG
SKU: 9783319345253
Price: 8100 KES
Availability: OutOfStock
ISBN: 9783319345253

Softcover reprint of the original 2nd ed. 2015

by Wolfgang Marty

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

Product Classification: Macroeconomics Accounting Finance Finance and the finance industry Business mathematics & systems Business mathematics and systems Probability & statistics Probability and statistics Applied mathematics

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. 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.

Get Portfolio Analytics by Wolfgang Marty at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has 204 pages.