Portfolio Analytics: An Introduction to Return and Risk Measurement (Springer Texts in Business and Economics) - Hardcover

Buch 44 von 190: Springer Texts in Business and Economics

Marty, Wolfgang

 
9783319198118: Portfolio Analytics: An Introduction to Return and Risk Measurement (Springer Texts in Business and Economics)
Hardcover
ISBN 10: 3319198114 ISBN 13: 9783319198118
Verlag: Springer, 2015

Inhaltsangabe

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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Über die Autorin bzw. den Autor

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.         

Von der hinteren Coverseite

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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Verlag
Springer
Erscheinungsdatum
2015
Sprache
Englisch
ISBN 10 
3319198114
ISBN 13 
9783319198118
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
218
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

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9783319345253: Portfolio Analytics: An Introduction to Return and Risk Measurement (Springer Texts in Business and Economics)

Vorgestellte Ausgabe

ISBN 10:  3319345257 ISBN 13:  9783319345253
Verlag: Springer, 2016
Softcover