Portfolio Analytics An Introduction to Return and Risk Measurement /

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 e...

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Main Author: Marty, Wolfgang.
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language: English
Published: Cham : Springer International Publishing : 2015.
Edition: 2nd ed. 2015.
Series: Springer Texts in Business and Economics,
Online Access: http://dx.doi.org/10.1007/978-3-319-19812-5
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