cam a22 2 4500 317106708 CHVBK 20201009031808.0 cr nn|008mamaa 140219s2013 xx -----s---- 0 0-eng-d 978-3-319-03508-6 print 978-3-319-03509-3 eISBN 10.1007/978-3-319-03509-3 doi (OCoLC)871585024 (IDSSG)000655404 Springer ger SzZuIDS HSG kids HG4501-6051 HG1501-HG3550 HG1-9999 BUS004000 bisacsh 657.8333 23 658.152 23 CH001943B0A9A4BDB4985C1257F0700701B0C iCapture Portfolio Analytics An Introduction to Return and Risk Measurement by Wolfgang Marty Cham Springer International Publishing 2013 Online-Ressource Text txt rdacontent/ger Computermedien c rdamedia/ger Online-Ressource cr rdacarrier/ger Springer Texts in Business and Economics 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. Economics Finance Economics Statistics Auditing Marty Wolfgang https://doi.org/10.1007/978-3-319-03509-3 Full text for the University of St. Gallen BK020053 XK020053 XK020000 noalma ids I IDSSG HSG HSG ONL HONL000655404 IDSSG 490 0- Springer Texts in Business and Economics IDSSG 700 1- Marty Wolfgang IDSSG 856 4- https://doi.org/10.1007/978-3-319-03509-3 Full text for the University of St. Gallen SWISSBIB 317106708