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Portfolio Analytics by Wolfgang Marty, Paperback | Indigo Chapters
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Portfolio Analytics by Wolfgang Marty, Paperback | Indigo Chapters
From Wolfgang Marty
Current price: $80.50
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Size: 1 x 9.25 x 7.5
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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 by Wolfgang Marty, Paperback | Indigo Chapters