Portfolio Analytics
Wolfgang Marty
Springer International Publishing AG, 2016
66,50 €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
- 9783319345253
- ISBN-10
- 3319345257
- Publisher
- Springer International Publishing AG
- Year
- 2016
- Publication date
- 2016-08-23
- Pages
- 204
- Dimensions
- 235x155x