Portfolio Analytics: An Introduction to Return and Risk Measurement

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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.

Portfolio Analytics An Introduction to Return and Risk Measurement.pdf (3.7 MB, 需要: 5 个论坛币)

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Portfolio Analytics An Introduction to Return and Risk Measurement
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• Series: Springer Texts in Business and Economics
• Hardcover: 285 pages
• Publisher: Springer; 2013 edition (March 6, 2014)
• Language: English
• ISBN-10: 3319035088
• ISBN-13: 978-3319035086
• Product Dimensions: 9.2 x 6.1 x 0.5 inches
• Shipping Weight: 15.2 ounces
• www.amazon.com/Portfolio-Analytics-Introduction-Measurement-Economics/dp/3319035088/ref=sr_1_1?ie=UTF8&qid=1397513980&sr=8-1&keywords=Portfolio+Analytics%3A+An+Introduction+to+Return+and+Risk+Measurement
  

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