Wolfgang Marty: Portfolio Analytics

Cover: 9783319198118 | Portfolio Analytics | An Introduction to Return and Risk Measurement

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

75,35 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:

Der Artikel ist nicht in deutscher Sprache verfasst.
Die Sprache der Produktbeschreibung und Details kann in Englisch angegeben sein. Sollten Sie Verständnisprobleme haben, wenden Sie sich gerne an uns.

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.

Über den Autor

Dr. Wolfgang Marty is Investment Strategist at AgaNola. Between 2015 and 1998 he was working with Credit Suisse in Zurich. He joined as Head of Product Engineering and later became Head of Portfolio Analytics. From 1989 - 1998 he worked in London and Chicago. He is specialized in performance measurement, fixed income portfolio attribution and portfolio optimization. He has been committed to actively developing the fixed-income markets for many years. In particular it pursues the interests of the Swiss market participants in the European Bond Commission (EBC). Moreover, Wolfgang Marty is a member of the Executive Committee of the EBC, as well as of the Bond Index Commission of SIX Exchange.

Zusammenfassung

Explains how to analyze key variables for constructing a portfolio

Provides a rich collection of examples to assist the student in following the theory

Equips the reader with essential performance measurement know-how as well as advanced research topics

Inhaltsverzeichnis

Introduction.- Return Analysis.- Risk Measurement.- Performance Measurement.- Investment Controlling.

Details

Erscheinungsjahr:	2015
Fachbereich:	Betriebswirtschaft
Genre:	Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Reihe:	Springer Texts in Business and Economics
Inhalt:	xiv 204 S.
ISBN-13:	9783319198118
ISBN-10:	3319198114
Sprache:	Englisch
Ausstattung / Beilage:	HC runder Rücken kaschiert
Einband:	Gebunden
Autor:	Marty, Wolfgang
Auflage:	2nd ed. 2015
Hersteller:	Springer Nature Switzerland Springer International Publishing Springer International Publishing AG Springer Texts in Business and Economics
Maße:	241 x 160 x 18 mm
Von/Mit:	Wolfgang Marty
Erscheinungsdatum:	16.10.2015
Gewicht:	0,5 kg

Artikel-ID: 104710907