- We will send in 10–14 business days.
/images/books/13042474/9783319345253.jpg)
- Author: Wolfgang Marty
- Publisher: Springer
- ISBN-10: 3319345257
- ISBN-13: 9783319345253
- Format: 15.6 x 23.4 x 1.2 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
Reviews
Description
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.
"
EXTRA 10 % discount with code: EXTRA
The promotion ends in 23d.07:12:56
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: Wolfgang Marty
- Publisher: Springer
- ISBN-10: 3319345257
- ISBN-13: 9783319345253
- Format: 15.6 x 23.4 x 1.2 cm, minkšti viršeliai
- Language: English English
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.
"
Reviews