Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics - Wolfgang Marty - Books - Springer International Publishing AG - 9783319198118 - October 16, 2015
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Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics 2nd ed. 2015 edition

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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.


204 pages, black & white illustrations, bibliography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 16, 2015
ISBN13 9783319198118
Publishers Springer International Publishing AG
Pages 204
Dimensions 244 × 165 × 18 mm   ·   470 g
Language German  

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