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Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics Wolfgang Marty Softcover reprint of the original 2nd ed. 2015 edition
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Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics
Wolfgang Marty
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.
204 pages, XIV, 204 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 23, 2016 |
| ISBN13 | 9783319345253 |
| Publishers | Springer International Publishing AG |
| Pages | 204 |
| Dimensions | 150 × 220 × 10 mm · 312 g |
| Language | German |