Weitere Formate
Softcover - 9783319345253
53,49 €
Autorenfreundlich Bücher kaufen?!
Beschreibung
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.
An Introduction to Return and Risk Measurement
An Introduction to Return and Risk Measurement
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 16. Oktober 2015 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 4557 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783319198118 |
| Auflage | 2nd ed. 2015 |
| Seiten | 204 |
Schlagwörter
Accounting, Accounting/Auditing, Angewandte Mathematik, Business Mathematics, Finance - general, Financial Economics, Finanzenwesen und Finanzindustrie, Macroeconomics and Monetary Economics, Macroeconomics/Monetary Economics//Financial Economics, Makroökonomie, Mathematics in Business - Economics and Finance, Quantitative Finance, Rechnungswesen, Statistics for Business - Management - Economics - Finance - Insurance, Statistics in Business - Management - Economics - Finance - Insurance, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftsmathematik und -informatik - IT-Management, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management
Bekannt durch
