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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Bibliographic Details
Main Author: Marty, Wolfgang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham Springer International Publishing Imprint: Springer, 2013.
Series:Springer Texts in Business and Economics,
Subjects:
Online Access:Click here to view the full text content
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