Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics - Wolfgang Marty - Books - Springer International Publishing AG - 9783319345253 - August 23, 2016
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Portfolio Analytics: An Introduction to Return and Risk Measurement - Springer Texts in Business and Economics Softcover reprint of the original 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, XIV, 204 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 23, 2016
ISBN13 9783319345253
Publishers Springer International Publishing AG
Pages 204
Dimensions 150 × 220 × 10 mm   ·   312 g
Language German  

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