Portfolio Analytics
Wolfgang Marty
Springer International Publishing AG, 2015
92,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783319198118
- ISBN-10
- 3319198114
- Publisher
- Springer International Publishing AG
- Year
- 2015
- Publication date
- 2015-10-16
- Pages
- 204
- Dimensions
- 165x244x18
- Weight
- 470