{"product_id":"portfolio-analytics-an-introduction-to-return-and-risk-measurement-von-wolfgang-marty","title":"Portfolio Analytics","description":"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.\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319198118\"\u003e\u003ch3\u003eAn Introduction to Return and Risk Measurement\u003c\/h3\u003e\u003c\/div\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319345253\"\u003e\u003ch3\u003eAn Introduction to Return and Risk Measurement\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Hardcover - 9783319198118","offer_id":39377258020957,"sku":"9783319198118","price":80.24,"currency_code":"EUR","in_stock":true},{"title":"Softcover - 9783319345253","offer_id":39420828745821,"sku":"9783319345253","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/3017071c-8eda-44f4-a95e-024b32116437.jpg?v=1775711631","url":"https:\/\/shop.autorenwelt.de\/en\/products\/portfolio-analytics-an-introduction-to-return-and-risk-measurement-von-wolfgang-marty","provider":"Autorenwelt Shop","version":"1.0","type":"link"}