| 书目名称 | Portfolio Analytics |
| 副标题 | An Introduction to R |
| 编辑 | Wolfgang Marty |
| 视频video | |
| 概述 | 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 mea |
| 丛书名称 | Springer Texts in Business and Economics |
| 图书封面 |  |
| 描述 | .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.. . |
| 出版日期 | Textbook 20131st edition |
| 关键词 | Efficient Frontier; Investment Controlling; MWR; Modern Portfolio Theory; Performance measurement; TWR; qu |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-03509-3 |
| isbn_ebook | 978-3-319-03509-3Series ISSN 2192-4333 Series E-ISSN 2192-4341 |
| issn_series | 2192-4333 |
| copyright | Springer International Publishing Switzerland 2013 |
发表于 2025-3-21 17:33:17
